bourgie cooking/shopping advice, please

I normally cook on a budget, which means lots of non-fancy soups and pastas and casseroles and roasts. Plain eatin', folks. Apart from my pastry creams and crepes, TD never wants me to bake anything too fancy. He loves chocolate chip cookies, and I aim to please. Every week. Not kidding.

But I cannot deny that I have occasional fits of foodie-ness. And I like to try to bake slightly complicated things, and I have this utter fondness for paella that I can't fulfill much because most of the time it comes with shrimp. Unfortunately, I do not want to spend much money, and therefore do not shop at Whole Foods.

Tell me, where can I buy vanilla beans, saffron threads (or even fake saffron strips), and heirloom beans (I like big white ones, but I don't know the name for that, so if you do, let me know)for cheap online with cheap shipping? OK, perhaps it is asking to much to find expensive things for cheap, but dude, the internet + free market = crazy delicious. I mean, I got my Nordicware commercial pots discounted like 70%. Why not saffron? Like this 1/2 pound of vanilla beans sounds like a good deal, but way more than I would need. Probably. I use vanilla extract a lot, but I get mine cheap-ish at Trader Joe's. I probably don't need 56 vanilla beans. So where can I buy some but not a lot and not for a lot?