Rocky Mountain Motorworks
(Overall, they are the best. Most of their products are NOS.) What is NOS you say? New Old Stock, which means that the parts are still new but are stock left over from the 60s and 70s.
West Coast Metric
(Good quality and price, they manufacture most of their rubber/plastic products themselves.)
German Car Company
(British supplier, they mail catalogs world wide FOR FREE! and have some cool "euro" products)
J.C. Whitney
(They have good prices; but, it is kind of a "grab bag" with them. Sometimes their products are quality and sometimes junk.)
Bentley Workshop Manuals
Bentley makes the offical VW service manuals. They are packed with information, including wiring diagrams. Bosch manuals cover the fuel injection systems of all VWs. Before you dive into any project I suggest that you at least have read the repair manuals for your car. Robert Bently writes the OFFICIAL VW workshop manual. They are rather expensive (from $30 to $100 the last time I checked) but well earn that in saved repair bills. You will find some free catalogs above, the Bentley Manuals can also be purchased through them or directly from Robert Bentley, Inc.
Bosch Fuel Injection Manuals
Bosch manufactures the fuel system on Volkswagen, Porsche, and Audi.