Depends what I'm ordering!
I've ordered a bunch of parts direct from Japan (
https://japan.webike.net). The postage is steep, however, the prices prior to postage are much much lower than here in the UK. You have to also bear in mind you may have to pay VAT/Customs duty when it gets here though + couriers own fee for handling the customs charges - I just keep a list of bits I need for mine / dads bike and order when it gets to an amount that makes it economical to post.
E.g. The coolant 3 way union on my bike is £60 here in the UK, £8 from Japan. Only replacing as it's corroded to buggery and it's an eyesore on an otherwise not too untidy bike now I've cleaned it up.
Otherwise I tend to find the OEM part number and search eBay, or use Wemoto (you can use the search feature to order OEM parts by part number, they stock some OEM parts though). Wemoto are spot on.