If you want to buy spesific pieces from NXT sets, your best bet is the
Bricklink, where you can buy LEGO bricks from other hobbyists. Since you are looking for pieces from NXT sets, I think that best way to start your journey to Bricklink (It can be rather odd place from time to time) is to check the
set inventories for NXT sets by click the "(inv)" link next to the set. From there you can find the piece you are looking for and check which stores have it and how much it costs. And yes, Bricklink is awesome place.
As for the stuff we (James and I) build, I am mostly interested in TECHNIC and scifi themes and James.. Well, I haven't seen his creations for a while but he is more of Star Wars guy. He is currently working on a 3D LEGO video and that is taking his free time.