Ha! ya got me.. I read your post quickly and scanned through the others [Al really sent me off w/ the Misumi comment] It wasn't until this last post that I realized you weren't talking about Ballscrews/ Acme screws etc..
My appologies!
Acklands,Acklands, Acklands or maybe Grainger [same company] they sell it all. They produce a Bolts and hardware cataloge which has everything you need in it. I've bought ALL my bolts and screws from them. In my case they are 1/4 of a block away [down the back alley and around the corner] If they don't have it, they can order it and it's in the next day, no additional charge.
Most of their hardware/bolts is Brighton-Best & ProFast'ners which I think is good stuff. I'm happy w/ it anyway!
Hope that helps..
Jerry