You might be able to find one place to get most everything, but it probably wouldn't be in your best interest, at least from a financial standpoint. Sure, you can save on shipping if you get everything at once from one seller, but on some parts, the price you can get from certain places may outweigh the money you save on shipping.
I usually start with Z1, not only because Jeff is an sohc4 member, but because they have a good selection, good prices, and the fastest shipping you could hope for. From there I move on to DSS, then CRC-2 and Dennis Kirk, and I always get the chain from Loudfastugly.