I am sure some of you, like me, have managed to break a hardened bolt, drill, or even a tap and now can't get the broken piece out of the hole. This could result in a trip to a machine shop and get lectured, or you can do it yourself with the proper stuff. I have used this company several times to source carbide tipped drills (not the masonry drills from Home Depot), broken tap removers etc. The catalog is big and not very well organized, and some of the prices steep, but the stuff is there.
The company is MSC Industrial Supply Co., link is www.mscdirect.com

 

LOL, I buy from these guys daily at work. No joking, I know I have spent 6 figures several times over.

These are mostly industrial grade tools. They will not carry complete junk but watch for the "import" tag. Import tag and no manufactures name should be avoided unless Harbor freight level tooling could work for you. This is where most machine shop get most of its tools. The big 2 macine shop suppliers are MSC and Mcmaster-carr. After that its Granger and there is one other I am forgetting.

McMaster-Carr