Hobby-Lobby is also good.
Many other things I get from a local hardware store or Walmart. This includes hot-melt glue sticks, clear packing tape, strapping tape, bottles of acrylic paint, spray cans of Krylon H20, wood dowels and music wire for pushrods.
And of course foam I get from Home Depot or Lowes. There's more info on the foam I use on my Build your own Foam Plane page.
So what about my local hobby shop you ask? Well, if I want something really bad, and don't want to wait for shipping, and I think they may have it, I'll go. This has been maybe one or two times a year, and sometimes they don't have what I want.