If you really want to get a good deal, do a search in your area for an industrial supply store. Even the rinky-dink little town I live in has one.

Then buy a box of screws, washers, nuts, and blind nuts for 4-40, 6-32, and 8-32 In lengths from 1/2" to 1"

Or you can stock up at thins place:

http://www.microfasteners.com/