This article is from the Radio Control (R/C) Flying FAQ, by Shamim Mohamed email@example.com with numerous contributions by others.
Electric equipment is somewhat specialized, and most hobby shops aren't yet
sufficiently enlightened to carry very much. You can use RC car equipment
for a lot of things (after all, they developed this stuff in the first
place) and your local hobby shop will have lots of that. If you want to
get more sophisticated, get the catalogues from Hobby Lobby and Hobby Horn
(both have ads in all the usual magazines.) Both catalogs contain a lot of
detailed information that I can't fit in here. Hobby Horn has good prices
on mainstream stuff. Hobby Lobby sells the lines of several European
manufacturers, and tends to have higher prices for fancier (or at least
more unusual) stuff. I haven't dealt with CS Flight Systems on the East
Coast, but I read good things about them.