Stewart-MacDonald is the go-to supplier for luthiers; you can find any guitar part here (including reasonably priced tuning machines and 42-gauge wire): http://www.stewmac.com/.

I have a short $10 Electric Guitar blues tutorial video posted at http://www.davideriknelson.com/sbsb, where I also sell some kits and components, including 135′ lengths of winding wire for making a pickup.