When we lived in Fort Lauderdale we were spoilt for choice. There was always Boat US, West Marine, or the Defender catalogue, and frequently the manufacturer was in Florida too. A population of 270 million supports a lot of stores, even in the more marginal fields like sailing. Couple that with a strong currency, and it was not too hard to find the part you needed.
Sydney is a bit different. Whitworths is here and has reasonable prices, but carry a smaller range than West and is skewed to the smaller boat market. If you are looking for heavier gear it is not so easy to find, as most items need to be ordered.
The solution is to get on the net, find the distributor, and find a dealer from there forward. I normally start at Boating's Leading Accessories. This is a major wholesaler. There are prices which are the RRP, and if you order online the ordering page allows you to pick which dealer the order will go to. This will give you a good baseline for the price for further shopping.
Lewmar Australia also distributes a whole bunch of stuff, not just Lewmar brand, including hatches, winches, and Simpson Lawrence windlasses (this is where I got my Sea Tiger 555 springs). Their Sydney distributor is Barlow Distributors in Redfern.
It is worth getting the Boating Industry Association catalogue. This is available from most chandleries. The link is to their distributor listing page.
Marine Direct has quite a wide range of lines too.
Also check Binks Online. They have a lot of rigging stuff.
With the amount of money a cruising boat eats, it is worth gaining some knowledge of where a product comes from, who distributes it, and what the economies in action are. For example, Ronstan is an Aussie company, so their stuff is well priced here. Between our weaker dollar, import duty and transport costs it makes sense to buy local.
It pays to develop an ongoing relationship with your local chandler, and ask them if they want to match or beat the best prices you find. You can also pick up heavy goods yourself. I saved about $120 on my anchor chain by taking a 45minute drive out the M4. I then drove from the distributor straight to the boat and avoided double handling the bloody thing.
A good resource is the Afloat magazine. I got onto their site and asked on the newsgroup there for water tank fabricators. Three hours later someone suggested Atlas Tanks. I haven’t had mine made yet but they look promising. I hope this approach helps.
This week when I was hunting for some exhaust hose I came across a QLD company called Southern Seas Marine. They seem to have an interesting range. Forespar gear can be found at deckhardware.com.au
Sunmarine has a lot of links for marine businesses in Sydney. Their NSW page lists most of the businesses in Sydney that I am aware of.