I found this shop in New Jersey (Niu Yoisy) that has a great choice of socket head bolts, both SAE and metric. Specially the metric have many of the odd sizes that are difficult to find. Also he has reasonable quantities packages besides the bulk ones.
He has great customer service, answering any question right away by mail.
Also, if the "calculated" shipping costs scare you when making an order just choose to "pay by cheque" and he will send you an e- mail with the proper shipping costs and you pay Paypal.
Also he has those servo screws with hexagonal heads (2/56) with a great selection of sizes (I use them for cowls, etc. besides servos)
http://www.jrhobbyhardware.com/shop/