hmm...tough one. Where are you located?
For stuff to order, try Rings n' Things,
http://www.rings-things.com/They have a huge selection of just about everything, including pendants, charms etc. and their metal findings are fairly inexpensive (they sell wholesale). They do everything from pentagrams to crosses to spiders, wolves, bats, abstract designs in a variety of styles etc (including a few really naughty pieces!). They also have craploads of beads made from just about everything. I do jewelry myself and purchase a lot of stuff from Rings n' Things via my local jeweler supply store (Beads Galore - great prices, plus they get a lot of cool rare items in, like snake vertebrae, wolves' teeth (humanely harvested) and silver Ethiopian crosses; each one is different!).
Also, Rings n' Things does hugely discounted trade shows around the country; if you get on their mailing list as a craftsman, you can get an invite to the shows and get as much as 75% off their beads! (I got some good-sized malachite and lapis lazuli for about $15/strand).
For chain I also suggest rooting around a hardware store. I don't work much with lace but you can usually find that at craft & fabric stores like JoAnn's (watch for the sales - there should be one coming up this weekend). Tandy Leather is the only place I've ever gone to for leather that wasn't a hole-in-the-wall Native American store, but my leather purchases have been minimal at best.
Let me know if you have any questions!
3nodding 
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