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I've recently gotten really into the modelling aspect of Warhammer 40k, and looking at the GW products, I was very disappointed to see the pricing.
$6.60 for a sculpting tool? I don't think so.

Does anyone know where one could order (almost) the exact same supplies at a lower cost? Any input would be greatly appreciated.

Have you tried Google?

Amazon is a good place to look around at some things, go to an art store and you can find a lot of that stuff in the aisles. Dick Blick is a great place. Michael's, JoAnn, etc. Hobby Lobby might have stuff too.

GW has some high prices, but you have already figured that out

Check out Colour Shapers also. Some of them are a bit pricey but I think they are great for sculpting green stuff.

Check local hobby stores, but If you are going to do alot of sculpting you might want to go for a better product, not necessarily GW but not the cheapest one on the market. In general here are some cheaper alternatives.

Paints -> Vallejo
Glue -> Testors Plastic Cement
Super Glue -> You can find Super Glue at places like Lowes or Home Depot, Also I prefer the Gel kind because It doesn't run all of the place and I rarly get the glue anywhere it shouldn't be
Hobby Knife -> Exacto Blade
Paint Brushes -> You may want to spend a few bucks on a paint brush that gives you good results. However you can find lots of cheap paintbrushes at place like Hobby Lobby.

Hope this helped!

Model railway stores for flock and terrain scatters and trees.
I get static grass by the 100g bag for less than GW sell their "not less than 24g" tubs.

Superglue you can get anywhere - GW doesn't have a magic formula that only works with their models.
Ditto plastic glue. Revell Contacta is a good one - but Humbrol and Testors also do their own similar products. Also cheaper than GW gunge in a bottle.

I get my superglue in big packs of 10 tubes from poundland - not very accurate applicators, but when you are spending about 1/10th of the money, it does not have to be

Most of my scenics are from Gale Force 9, or Woodland Scenics - both have wide ranges for reasonably good prices.

ebay - great for modelling supplies, especially tools. GW just change the names of their products slightly

Plastic cutters - search for 'side cutters', 'wire cutters' or 'snips'
Cutting mat
Razor saw
Hobby vice - small desk vice
Hobby drill - search for 'pin vice'
Greenstuff - search for 'kneadatite' - most sellers sell 36" for the same price as GW's 6"

Look for these brand names:

Gale Force Nine (General Wargame Hobby)
Testors - General Painting Needs/Acrylic Paints
Vallejo - Acrylic Paints
P3 - Alternative Acrylic Paints
Liquitex - General Painting needs (Glaze, Flow Aid, Basing)
Woodland Scenics (Basing Needs)

Steelmage99 wrote:Have you tried Google?

or even just a dakka search would do.

The troll trader sells large amounts of greenstuff for around the same price as GW sells their tiny amount . Buy from the troll trader website not ebay store the site is cheaper.
Paints vallejo im only after switching to them myself
Brushs and glues army painter
basing nature you can use small branches as logs and the such.

Lots of good stuff one eBay! Also look for companies such as Vallejo which make better and cheaper paints. Woodland scenics for static grass in larger and cheaper quantities. If you are good for fantasy Mantic make wonderfully cheap army boxes - I bought one box set for my vampire counts which cost £40 and if I bought the equivalent from GW it would have totalled over £120 more!!! The models are not too bad also. GW PVA glue - don't even go there! Just by a big 5 litre or so tub from a hardware store. I bough 5 litres for £8 whereas GW 125ml cost £5.10!! For scenery the GW scenery for war-games book is a must! Polystyrene and thick board etc! Also check out videos on YouTube concerning on how to make terrain. Hope some of this helps!

The only things GW do for a reasonable price are the paint brushes (you have to do your own quality control on them though lol). For the few quid, £3-5 depending on which size, I havent found a good quality sable brush for less. (Also their drybrushes are quite good, I dont think ox hair is very popular with artists brushes tbh)
There is however much better quality ones out there quite a few notable brush manufacturers (windsor and newton springs to mind) but you will almost surely be paying double what GW charge for similar one. Just my general experience with GW brushes is that they retain their tip longer than equally priced 'cheap' artists sable brushes provided you pick out the brushes that do not fail quality control while at the shop (it really seems like they do not bother to do QC at the factory sometimes haha)

Everything else they sell is available much cheaper elsewhere, at hobby stores or arts & craft stores, model railway stores, outside on the floor (sand, pebbles, sticks etc random basing materials).
The craft knives are a joke... Xacto blades are cheaper, and Xacto is a right rip off!! Try any tool shop/hobby store for your tools.
Files and clippers will most likely be in the same store that stock the blades maybe a pin-vice too, drill bits for pin vices are just regular drill bits in a small size, you cna probably get a set of many sizes from a shop that stocks the vice rather than just 1mm like GW give you. (I like 1.5mm for boltgun barrels for example)
Even their figures are available 25% cheaper online, aslong as you dont make the mistake of buying it from GW directly!
We've got Darksphere.co.uk in the UK, and Im sure theres a few in the states. (Its probably not cheaper to pay international shipping too! ) - Everyone should take advantage of these stores while GW are still letting them stock their products, I'm sure we've all seen the trend of GW discouraging 3rd party stockists all over the place.