Certainly index has some good stuff, and give good service, many parts can be bought cheaper from non boaty sources such as CPC/Farnell, or Rapid Online both of whom for example do Bulgin connectors much cheaper. As ever no one supplier is overall best buy, you have to shop around and see what alternatives there are. CPC has good deals for many bits and bobs like heat shrink, though I have found my local motor factor is as cheap as any one for crimp connectors There are also a few car electrical specialists who do good deals on automotive based things like engine start switches and relays. Then of course there is E-bay which can be surprising though not always the cheapest
Another vote for Merlin ( www.power-store.com ) or 01202 697979 they sell the tinned cable which whilst more expensive is well worth it they do all the usual Blue Sea stuff and sell the heavier guage tinned wire in various lengths with different end fittings as a made up items. Their connectors are the American Anchor range again very good with heat shrink tubing.