I have ordered a kit of DIY-transistors from DX.com:
http://www.dx.com/p/3-pin-triode-transistor-for-diy-project-black-200-piece-pack-132760
The delivery was swift, the only problem was that there where no documentation included.
I think the supplier for this kit is http://www.mccsemi.com/, at least I got good hits in all but one component on their web page.
I have collected information for all the transistors in this kit and made a local copy of all the datasheets in case I need the in the future.