If you're in the Bay Area, halted.com has a store in Santa Clara that totally blew my mind. Dozens of aisles of electronics components, including racks of reels of surface-mount stuff. They also have stuff like used oscilloscopes, industrial robotics controllers, etc.
Microcenter in Cambridge has expanded their space for DIY recently, and is decent now for hobby-level stuff. They have a very large selection of various kits, RPi and Arduino shields, sensors, and some tools.
They don't have very much single-component selection -- although, to be honest, YDI Electronics selection is kind of limited too (understandably because, well, internet).