For frames, slide, and parts, Brownell's Gunsmith Supply is the place to go.
www.brownells.comBefore buying ANYTHING, buy the Kuhnhausen book, it's the best money you'll spend.
Here's what I suggest:
For a first build, stick to a basic, non-custom GI style pistol. It's much easier to figure things out when you're not also trying to make alterations for custom parts.
AFTER you get a working gun built, then you can go back and do some custom changes.
Second, for the first build, stick with top quality, name-brand parts.
ALL of the cheaper, no-name gun show or Shotgun News parts are made of castings.
These castings are ALWAYS out of spec in at least some areas.
It's tough to figure out why something isn't fitting and functioning when the parts are also out of spec.
Out of spec parts also tend to "stack".
That is, one part is slightly out, the second is also out, and the combination of the two is WAY out of spec.
When something isn't fitting or functioning, you have trouble figuring out where the problem is when you don't know what's in spec and what's not.
When you use quality parts that are in spec, when something isn't right, you can usually figure out WHICH part is making the problem and fix it.
Also, try to use parts that are as close to "drop-in" as possible.
You won't get a super accurate gun and it won't have a Match grade trigger, but after you know what you're doing, you can build better guns with better triggers and accuracy.
So, for the first build, build a more or less stock GI Government Model with good parts from Brownell's, and STUDY the Kuhnhausen book before buying anything, or altering anything.