I do as much with my local fly shops as possible. Up to and including them ordering things for me. However, there are the things that I just can't get locally. The herl and feathers you are looking for should be available at almost any place you would find fly tying supplies. Perhaps craft stores but I'm not sure as I never looked for these at craft stores. If you have to order your supplies from the internet this is my preferred supplier. Seems they have just about everything and decent prices.
JS Fly Fishing: Rod Building Supplies, Fly Tying Materials

Dan