I get most of my parts from eBay. It's not exactly cheap but their International Shipping Program is very cool and hassle-free. You don't need to struggle with VAT, customs and stuff. And getting money back for defective parts works too. I also got some of the more universal parts from Impexta Ostrava, autoteimer.cz (trans filter & gasket, belts) and http://www.oleje-pema.cz
(oils, K&N oil filters).
Haven't yet tried Rockauto because their shipping rates are crazy expensive and I'd have to take care of customs & VAT myself.
Oh and btw, check out g m t n a t i o n . c o m, I have an updated version of this post over there.