For PMC I usually shop at http://clay-king.com/
They dont charge for shipping and have the lowest prices I have been able to find. I recommend the PMC3 it has less shrinkage and is a low firing clay so its perfect for torch firing.
I buy my liver of sulfur here http://www.metalclaysupplystore.com/catalogs/categories.asp?catid=5766
as well as a few other things the have good prices on supplies but only really worth it if buying a lot of stuff because their shipping is one flat rate (I recommend only buy clay from here if you are purchasing alot of stuff for that reason, since ClayKing ships pmc for free)
If looking for a tumbler this place is good http://www.harborfreight.com/cpi/ctaf/displayitem.taf?Itemnumber=46376
this is the one I have, works great and is about 1/3 the price of most Harbor Freight is an amazing resource people dont think to look at hardware stores for jewelry supplies. I tend to buy all of my copper wire at True Value hardware because its so reasonable priced compared to jewelry stores.
As for stainless shot http://www.sfjssantafe.com/items.php?Gid=374&ItemSet=Tumbling+Media&DepId=tools
has the lowest prices I have ever seen on shot. Every where else sells it for $30+ but they have it for only $15
I think between these sites you will find everything you are looking for and more.