uChip is right, look at the inventor’s kit here. You didn’t state what Snap Circuit set you got. There are a few different sets. Look for an inventor’s kit or set that matches what you want to do.
If there isn’t a close match, do a Google search for a schematic/tutorial for a circuit you want to do. This will tell you what to purchase. You can purchase components separately.
And Ebay, but be careful with Ebay, they usually sell cheap knock offs.
And of course Sparkfun.