Great question and an important one for anyone wanting to take repairs to the next level. Here's the deal, many of the parts you're inquiring about are actually available from major parts suppliers like DigiKey, Mouser, Allied, and similar companies that can supply you with thousands of backlight filters, should you want that many. The key to ordering from them is understanding what the device schematic is telling you about the package size, rating, tolerance, etc. Armed with this info, you can use the search bar on those sites and find a lot of what you need (when it comes to resistors, capacitors, filters, transistors, etc).
For connectors and microchips, it's a little more challenging. Surprisingly, eBay actually has most of the connectors you'd ever need, and the quality isn't horrible. You'll find that some plastics/nylon melt a little easier than others, so you may need to adjust your hot air if that's your tool of choice. Microchips can be found on eBay too. The problem with eBay is that you never know what you're going to get - the description/photo often being very different from what you actually receive. So, order with caution and low-expectations ;)
I happen to know the guy who started this site: http://microsolderingsupply.com/ and I've ordered from him several times. He's on-the-ball and he stocks good stuff. If you're looking for a good tacky flux, order from him because his Amtech flux is legit Amtech from Amtech, not a cheap counterfeit that burns under an iron and most of the Amtech sold online seems to be cheap copies from China. DO NOT order Amtech flux on eBay or Amazon.
If all else fails, roll the dice with AliExpress ;)