There are two great places online to get individual bricks and minifig parts for relatively cheap:
LEGO.com Pick-A-Brick - Somewhat limited selection, but decent prices on what they do offer. Very slow shipping (usually about 2 weeks)
Bricklink - Choose from literally thousands of different stores that carry almost every brick and minifig part ever made. It works best if you can find one seller who sells everything you're looking for so that you can save on shipping.