I like aliexpress and sometimes ebay for components in small amounts. Banggood has been great on heavier or more expensive items, as they seem to keep some US stock for items like test equipment and tools.  For production, I would consider buying US brands of IC's from  LCSC or other distributors in China, because the markup buying in the US through distribution is too high.  Most all  IC's designed here are manufactured in China .  Most electromechanical parts sold in the US are bought from Chinese manufacturers and  remarked.  

I vote for LCSC, wide selection of components of famous brands and also they have some compatible Chinese products equivalent to famous brands but a cheaper price. If the component could not be found there, can try on Aliexpress or Ebay.

I'm Chinese, and the www.szlcsc.com or  https://www.lcsc.com/  is the best option for me.  Szlcsc is for located in China, lcsc is for not located in China.

In (+/-) the last year delivery from China (to Europe) has gotten unreliable. This affects orders via Ebay and Alibaba in the same way. The 1st 4 ESP32s I ordered from 3 different sellers in China all were lost in transit! It's really annoying to wait for 2 months until buyer protection jumps in and you can claim a refund. The most annoying case was a keyboard that came broken and I got 50% refund for 100% trash. Since that incident I only order mechanically robust items to be delivered on the backs of silk road racing camels.

I trust to AliExpress, however, it takes eternity to deliver from China to Russia, so I prefer buying stuff in small quantities in local electronics shop. The prices there are 2x/3x higher than in China, but it's bearable for small things such as resistors, breadboards etc. 

As mentioned above, Aliexpress is great for certain components where a 'fake' component will no change the performance of the PCB. Keep in mind that websites like Digikey are a distributor for these components from China as well, so you can cut them out, and safe a couple of bucks. There are even some components I wouldn't buy anywhere else like the ESP32, since these are manufactured in Shanghai, so you wouldn't find these cheaper somewhere else. It is very easy to work with the sellers when needed, they usually respond the same day.

I have placed over 120+ orders on Aliexpress, and only one time I ended up receiving the incorrect part, and they had to refund my money.

For Atmel / Microchip products I usually buy direct from Microchip.

Only issue with ordering from China is the long lead-time, it could take up to 8 weeks to get your parts.

I buy electronic components from 3 main sources: Digikey, LCSC.com and eBay. I haven't had the pleasure of Alibaba or aliexpress since I don't really trust them. I'm based in the USA -- so buying from Digikey with a $12-15 shipping fee may not be an option for you in the EU -- but the prices for IC's are pretty reasonable (and shipping within the US is $3.5). If I absolutely need a per-spec component then Digikey is the only option. Passive components I get from LCSC, but there is a surcharge if the order is less than $15 and shipping is $4.50. Other stuff -- usually modules, some passives and semiconductors (usually obsolete or not recommended for new designs) I get from eBay.

I've always used Taobao (using chrome to automagically get the Chinese auto-translated into semi-passable English) and then used an external Agent that orders and consolidates/repacks in china and forwards via courier to the country I'm currently living in.

I mostly purchase things where fakes are unlikely (or dosen't matter) like resistors, LEDs, displays, pinheaders, switches, veroboards,  wires, vanilla transistors like BC547/2N7002, battery holders and similar items.

Always eBay. There it's not like aliexexpress, or alibaba, where it's exclusively Chinese, you can see if the american or European prices compare. It's a lot less sketchy too in my opinion. I don't like amazon, mainly because the boxes are targets for porch thieves and the like, and you can't get certain components, and sometimes the prices are higher. I guess it's a personal preference.

If it's passive or simple components or a one-time thing you just want to play with, Aliexpress is great. If it's a larger batch for making something that you will have to support, some care needs to be taken when choosing the seller. For more complex chips and microcontrollers in particular it's very easy to get counterfeits or rejects that kinda seem to work initially, but are way out of spec. If the deal seems too good to be true, it probably is.

For low value items say < $20 I just buy from any suitable vendor on eBay. I'm prepared for a percentage of duds, and so far I've only had one out of maybe 50 purchases. The cost of returning is usually more than the item's worth, so you have to be prepared to wear the loss. The vendor might give you a refund or send another one if you present evidence it's DoA. For higher value items I prefer to buy locally where I'm protected by consumer law. Some items (e.g. lithium batteries) can't go by air so I get those locally also.

Note that some of those Chinese eBay sellers do have overseas warehouses especially for large items.

The answer is it depends. I use Aliexpress from the US and have made over 450 purchases. Today I bought ESP32's, strip LEDs, and a battery charger. I would say I saved 50% over Amazon. On the other hand, when I looked at Li-Ion batteries, Amazon looked to be the better deal and I bought from them. Materials are also generally better purchased locally. Heavier products also usually do not compare well and Amazon will do better.