Frankly, anywhere and everywhere.
There is no One-stop-shop for everything you'll need to build a ship.
There is a trend to buy parts online, both for convenience and savings.
Hulls are available from Strike models in the US or Dreadnaught hulls in Australia, among others.
Or you can build a hull out of wood from plans (Scratch-build).
Balsa? Any time you I find good quality balsa, I buy it. Hobby shops, craft shops, even got some real nice stuff from a hardware shop once.
Batteries? Lotsa places for them, depends on what you want to run. SLA, NiMH, LiFe, that's a whole big subject right there.
Motors? DC Brushed motors come from anything battery powered with a motor in it, or hobby shops, or Ebay, anywhere. Brushless? I never ran one, but there's a lot of sources for those out there too. Look at hobbyking.com for cheapo ones, as well as cheapo radio gear.
Speed controllers? I get them from Mtroniks in the UK, direct online to save money. Others are available, but you'll need one with instant reverse.
Props? I use Raboesch props, and buy them direct from Raboesch online. There are other manufacturers out there, and I'm sure some of the guys will chime in on that.
Guns? Well, it depends on whether you're going to run fastgun or biggun. With time and patience and some tooling , you can "roll your own" fastgun cannon, and maybe even build a biggun cannon. The biggun cannon are more complex and difficult to construct.
There's a myriad of other parts and peices and bits and bobs and knicknacks and doodads that go to building an operational warship.
Scrounge what you can, build what you need and buy what you must.