I am interested in assembling some small solar appliances. I have a book which shows circuits for solar clock, solar cooker etc. I wanted to know where can I find the electronics parts like resistors, capacitors etc? I stay in US. Do Home Depot, Walmart etc sell those items?

Here's a Good One:
Digi-Key Corporation - USA Home Page

Where can you buy a capacitor for a metal halide ballast /capacitor en61048

ferdtren, I would try Grainger.