Although you can buy from anywhere on the Net, at some point you'll need to start worrying about the shipping costs: cable is heavy, and so are 19" relay racks and plenty of other components. Shipping may be way more than $100, which may eat up all your savings in local taxes etc. So, in some cases it may pay to open a Yellow (or other color) Book and find a local suppler, such as Graybar, that sells not only to contractors but over-the-counter as well.
I myself rarely buy cabling stuff online because my regular distributor has (almost) anything I might want, but occasionally I do use Internet. I personally like these guys:
link to their cabling stuff, they also sell audio-video). 'Been around for years, and ship from NJ, which works great for me. Other people may give you pointers to other suppliers, so watch for other posts here.