Digi-Key Corp
 

By the by, for those who can't find what they need at the local Radio Shack, I found this company: Digi-Key.

They have LEDs in a wide variety of colors down to the 2mm size and "prototype boxes" in which you can contain your custom circuitry creations. Their catalog is a bit of a pain, though, so I'd hit Radio Shack first and then use them as a back-up.