There is a list of suppliers in here somewhere. I just shop around as to what looks good to me. You can over pay on some products from one supplier to another.
Check out the supplies/tools at walmart, craft jewelry making section. I needed a small side cutter of sinker/jig casting. I found this one at about half price as some other places. Wire And Rivet Flush Cutter - Walmart.com
I use the cheapest clear fingernail polish for thread sealer.
I use nylon thread from the fabric store.
Most of the hair comes from Wild Wolf, ShilohRed.
I bought this vise for a bit less than this. There's another one up for bid cheaper. I spotted a few kits at good prices as I was looking for this. Fly Tying Vise Lever Action Rotating Vise Clamp Base FV2135 New | eBay
I've found some seasonal items at Dollar Tree that can be used.