Missy...
I'm a big fan of the brown guy, too...especially with today's cost of fuel.
I've found also that if the item I'm looking for will eventually be consumed (ie, sandpaper), buying in quantity makes the ratio of product cost vs shipping cost much better.
Sandpaper:
Here's a good place for sanding sheets (9x11) sold in packs of 50. I cut them down as necessary.
Wet or Dry Silicon Carbide Sandpaper Sheets
If you have a need for hook & loop sheets (9x11) here's a source. Not cheap but I haven't found another source.
Sandpaper.ca Online Store
Here's a couple other sources for abrasives:
AbrasiveSales.com Home Page for Coated and Bonded Abrasives includng abrasive belts, abrasive discs, sandpaper and abrasive cloth specialty products Paper Sanding Sheets Sandpaper Sheets Sanding Sheets Sandpaper Sanding Tools
I've purchased from all the above except abrasives4sale.
Wood:
I don't use much birch ply (yet), but what I've bought online I got from this guy:
BALTIC BIRCH PLYWOOD, RUSSIAN, FINLAND, CRAFT PLYWOODS
Service was satisfactory, but probably should see what vendor suggestions you get from the more experienced scrollers here.
For solid wood I have a small sawmill, so I'm not much help to you there. Although for scrollsaw-size projects I often get very nice wood from short logs (ie, firewood) just from my bandsaw.
Tools:
I haven't been scrolling long enough to have favorite scrolling tool vendors, but for general tool selections it's hard to beat Lee Valley quality if they have what you want. Excellent customer service as well.
Other than that, let Google do the walking and search for the best price. I'm sure you've realized that best price includes shipping cost, for that can often make the difference.
Cheers.
Ed