Mcmaster.com
northerntool.com
Grainger.com
Harborfreight.com
People have already mentioned McMaster-Carr and Grainger, both of which are good. McMaster is a little more pricey than most, but they get things there no joke next day, so if you need it quick they are the guys. Other good ones are fastenal and northern tool.
mcmaster.com is the engineers friend!! I've posted the link below also because answers sometimes cuts site addresses off
http://www.goldmine-elec.com/
https://www.jameco.com
http://www.talonix.com/shop/
http://www.siliconray.com/
http://www.sciplus.com/
http://www.alltronics.com/
Im in an engineering design class, i need to find parts that i can use for my project, like bearings and all that. Any good sites to check out that can also explain what the thing does.