One thing I discovered when researching parts for an order is that LEGO now has one bettered Pick-A-Brick online. For any sets currently in production, you can now buy individual parts direct. Only thing is, the limit is 200 parts.
https://service.lego.com/en-us/replacementparts/#BasicInfo
I believe that this is no secret -- Brickset has this site listed as a way to buy virtually any part.
How this works is that after selecting age and location, and selecting "BUY A PIECE" you search a set #, place an order for a part, and list the desired quantity (again, up to 200). You then go to checkout by placing contact info and they will give you a quote. You end up paying - somehow - then they mail it to you. It'll take a while though, I'm sure, as the parts come from Europe.
Only thing is, I don't know how good it is. It raises some questions:
Are the parts marked up? ie: $0.25 for a 1x4 brick in Sand Green...
Will you get a better deal the more you place an order on a certain element?
Regardless, the system looks pretty good. I have to try it out.