This is a list of common parts, and each link will send you to a page which will give you more information, including purchase links. (this isn't done yet, sorry)

Gearboxes

• 20mm_Gearbox - strong and durable spur gearboxes (40g)
• Repeat_Drive - very tiny planetary gearboxes
• N20 - extremely tiny spur gearboxes (10g)

Speed Controllers (ESCs)

• Malenki - triple brushed ESC with integrated receiver (10g)
• Dual_ESC - various manufacturers sell ESCs that control two brushed motors (10g)
• BL Heli - lightweight and robust brushless ESCs, can be reprogrammed for different parameters (10g)

Wheels

• Botkits_Wheels - 2.75 in foam wheels
• Fingertech_Wheels - aluminum hubs that clamp foam wheels of various sizes
• Lego_Wheels - some people use Lego tires, I haven’t played with this yet

There are a lot of other parts, but these are ones I know are pretty common. To find other parts, BIG_LIST_OF_ROBOT_SHOPS is a resource I have set up.