I get a lot of questions about buying LEGO brick; where I get it, how to order, finding the right peices, etc. Well I'm going to let you in on a little sercret. Yes I do have a special ordering system that lets me order hundreds of thousands of LEGO bricks from LEGO headquarters in Denmark, but often times, that takes up to several weeks to get to Chicago. So when I'm in a pinch and need some LEGO bricks in a hurry, I use a website called www.bricklink.com.
Bricklink is like a Craig's List type of site but strictly for LEGO. Here you can buy and sell anything LEGO from individual parts, to minifigures to rare LEGO sets; it's definately somewhere you can spend of lot of time surfing! Most times, when I need LEGO fast, I'll simply browse the "parts" section ofteh website and place an order through a private LEGO dealer, and within a week ( rather than 6-8), I'll have all the peices I need.
There's also no limit to how little you can order, if you only need one littel peice, your'e free to order just that. It's also a great place to find rare and intersting minifigures. So if you're looking for just that right piece for your next model or perhaps a few hundred peices for your model of the Empire State Building, definately try to check out Brick Link, I promise you won't be dissapointed.