Mini-lathe.com - the original and the best. A site covering a huge range of topics about the mini-lathe. Many excellent guides and tips. A must read for any new small lathe owner.
Mike's Workshop - good range of manual mini lathe modifications and tooling
CNCzone.com - probably the biggest and most diverse forum about CNC. Some great info and very knowledgeable people.
CNCzone Mini Lathe forum - CNCzone forum dedicated to the mini lathe (7x10, 7x12, 7x14, 7x16)
Woodworkforums.com CNC forum - an Australian CNC forum within a great forum, primarily about woodwork.
Automation Technologies Inc. - also known as Keling. Well known supplier of CNC components. Well regarded.
CNC4PC - great source of CNC electronics. Quite reasonable shipping prices.
LittleMachineShop (aka LMS) is a shop aimed at small machines. Good range of products at good prices. Shipping is quite good, and they use USPS flat rate boxes for overseas purchases where possible.
Homann Designs - Gecko distributor for Australia plus good range of CNC supplies. Also has Homann Designs own range of input-output gear (ModIO).
AusXmods - Sydney based. Excellent packing + shipping. Good range of CNC gear. Great source for pulleys and belts. Great prices.
BoltsNutsScrewsOnline - not directly CNC related, but a cheap online source of fasteners, particularly stainless. Wide range and good prices, I've been happy with my purchases.
You can find a lot of decent cheap tools on ebay.
CTCTools is a great source of collets, cutting tools, and inspection tools, amongst other things. Cheap, usually good quality. Allow a couple of weeks for shipping.
5Bears has some great home build CNC machines, plus some awesome projects including turbines.