Consider what kind of supplies you need. Is it for a specific show or to stockpile for future use?
Search for theatrical supply companies online and request free catalogues.
Try to bundle your supplies with a particular dealer. If you need lighting equipment and scenery look for companies that supply both.
Work with local dealers who deliver to your site and help you set up. This saves time and money.
Ask for referrals from different companies. For example: When you purchase a new light tree or lights, ask the lighting company who they would recommend for costumes.
Purchase an entire show at once. Most theatrical supply companies have suggested scenery and backdrops for frequently performed shows. Going with this type of bundle will help you get everything you need.
Use costume companies that supply an entire show. Even though you may not be able to do this from a local vendor, it's a lot easier to be able to send in measurements for each cast member and know you'll receive the appropriate costume for that part.