There are lots of places locally that carry lots of parts you might use:
Hardware
Menards
Lowes
Do It Best Hardware
Farm and Fleet (they carry a fair amount of chains, sprockets, gears, wheels etc.)
RC other Modeling Equipment
Slot and Wing
Great Place All Around
McMaster (They literally have everything you need, you can build your whole robot simply by using their catalog).
Grainger (less open to private usage, but 1) make yourself into a company, 2) use contacts here at school).
Transmitters Receivers
Futaba
JR Electronics
Airtronics