Bricklink is a great place to find missing pieces for sets or to acquire bulk pieces at a reasonable price. It's users build their own stores where they can sell sets, instruction manuals, individual bricks, and original boxes. It is a little awkward to use at first, but after a little while it gets pretty easy.
The feature that I use most is "Wanted". In this section you can go through and add a part, minifig, set, manual, or box to a list. You can specify how many you need, what color, what condition, and check to be notified if it becomes available at a users store. Once a list is built you can search by shop to find which user has the most parts you are looking for. I've used this many times to replace damaged or missing parts for my sets.
Finding the right store can be a little tricky, as some have a minimum order value or are located overseas. I have never had an issue with users not shipping an order, including overseas sellers. I have always got my order in nice padded envelopes. Sometimes my orders had some wrong parts in it, but after contacting the seller it was resolved; I got to keep the wrong parts!
If you need a specific part and Lego doesn't have it in their Pick-a-brick, check Bricklink. After you get your list all set up, it's a breeze to buy.
