I prefer shopping at physical stores whenever possible. The satisfaction from telling them what its for and seeing their expression alone is priceless.
"What will you be using this for?"
"A helmet."
"Motorcycle?"
"Mandalorian."
*Blank look/confusion*
That being said, I typically frequent Radioshack for parts as they will usually help out and tell you what else you might need in your circuit. I've actually gotten some good ideas from them before, and saved a lot of time and money.
Another place I'd suggest to look would be a motorcycle/auto store. Especially for that bluetooth, but also for padding and any other tech. They also usually have Bondo there, and its been recommended to me to use car paint for painting my armour.
If you can't find what you're looking for at either, I'd check a hardware store first before going online. Local ones sometimes have electrical parts, and you never know what you might find. Browsing is a great way to brainstorm (and blow a lot of money so be careful).
At the very last, I'd check Amazon as they almost always have the part you need. I just prefer the human interaction local shops provide.
