sulfuric acid: automotive suppliers, used as battery acid (no brainer there)
Hydrochloric acid: hardware stores, also known as muriatic acid etc
Acetone: Hardware stores, paint shops. Used as a thinner.
Hydrogen peroxide can also be bought from hairdressing suppliers, used as hair bleach (be careful as you can get cream peroxide too, you don't want that).
Toluene (sp?): hardware stores (you seriously don't need to give them a reason for buying stuff if it's at a hardware store etc)
Glycerine: Supermarkets (i think, i've seen it there before, in the ugh, medical bit, with the bandages etc).
Methyl Ethyl Ketone (used to make MEKP/Methyl Ethyl Ketone Peroxide, liquid peroxide explosive): Plumbing suppliers, used as a pipe sealant/joiner. Also hardware stores.
Nitromethane: Hobby shops (so i've heard), use as RC car fuel (so i've heard).
Fuel Oil for ANFO: (no brainer here) Go to your petrol station, and get some diesel. That's Fuel Oil
Note with ammonium nitrate. Not all instant cold packs use AN, read the lable.
If i think of more i will add them.