I'm lucky that I have two stores I can go to for miniatures and supplies that are pretty consistently reliable, and there are a bunch of other hobby stores in the area that carry some of what I might need if those two fail me on a particular day. I can get Vallejo, Reaper and GW paints pretty easily though (no one carries P3 around here anymore though).
BUT... were I not so lucky, I would just hit up TheWarStore.com or some other online retailer for our hobby (if I ever order online, I tend to price shop a bit). I prefer to support my local game store, but there are some things they just don't want to carry for me (Vallejo Acrylic Paint thinner which I think provides better results than standard flow aid and certainly better than just water) and I occasionally have to go online for. They also have a notably inconsistent supply of green/grey stuff which I sometimes need sooner rather than later.
The aforementioned warstore does a pretty good job of keeping battletech books/minis in stock. They even have a lot of the out of print stuff sitting in a warehouse somewhere (check those packages for roaches though :( I open them outside and take the goods in while leaving the box in the trash). I like thewarstore because they have pretty decent prices, good shipping terms and are easy to deal with. Never been disappointed except with the one box of roaches (Mercenaries Supplemental btw, probably sitting on the same warehouse shelf for close to a decade).