Define "best" and what sort of components are you looking for? "Best" could mean "cheap", it could mean "easy", it could mean "quality" or "hard to find elsewhere".
What components are you looking for? What sort of event and what is your role?
Steri strips, sticking plasters, blister pads, small burn pads, tape, crepe bandage and the like? Between bigger super markets, Boots, Lloyds and/or a local independent high street chemist you can get all that sort of stuff without the hassle of internet searching and postage. Actually, you can get most of it in any one of those places. You only have to shop around if you get picky about brands, or packaging.
The very cheapest prices may come from on-line chemist. I have used ChemistDirect (they have good prices on pills and potions, not so great for things to patch you up.) However to benefit from those slightly lower prices you often have to be buying enough stuff to qualify for free postage, which could start at £40, so might not be a saving for you after all.
If you want more specialised stuff, really big burn dressings, Israeli shell dressings and arterial tourniquets come to mind, then the internet is probably the only realistic option, but I can't suggest one source as cheaper, more reliable or better quality than the others.
Amazon is only a good place for anything if you absolutely cannot find it anywhere else.