RE: What do you experienced guys do.....
I do what Minn, Cyclic, and Bruce do.
But wanted to add that if there is a store like Radio Shack near you, they also have the small sizes.
But nothing beats the prices for quantity those guys (and saramos) mentioned.
BTW, Lowes has the small nuts/bolts in bags on the wall. $1 a bag, I think. They also have the best bolt of all (the nylon 1/4-24) back in the specialty fasteners drawers. (big metal pullout drawers)