Here are a few places on the web where you can find some of the more exotic artists' materials, especially for the calligrapher and illuminator...

Master John the Artificer  
http://www.icubed.com/users/jrose/jartindx.html
At Master John's emporium, you can get just about anything you want, provided you're a card-carrying SCA member and part-time medieval monk. Just kidding...but this site provides some of the rarer dry pigments and calligraphers' materials. Be careful and closely follow instructions when using some pigments as they can be quite harmful. But then, nothing ventured, nothing gained, eh? ***A great resource on the Net.

John Neal, Bookseller
http://www.johnnealbooks.com/
John Neal's amassed a great collection of items in his catalog, including books for the working scribe, specialty papers, inks, pens, sealing wax, quills, reeds and a mountain of other calligraphy supplies...even hard to find parchment and vellum. An excellent site *****

Kremer Pigments
http://www.kremer-pigmente.de/englisch/homee.htm
The Motherlode of ground-up bits of stuff. This German company has just about every pigment known to man, including exotics like lapis lazuli and toxics, such as orpiment. Their website is a do-it-yourselfer's dream.

Iconofile
http://www.iconofile.com/store.asp
This is a site dedicated to the fine art of icon-painting. They carry a nice selection of pigments, brushes and accessories, many of which are useful to calligraphers as well. Also has info and history sections.