I like to scavange parts for mine, but it depends on whether or not you're talking about a 'working' model. Hobby shops have a great deal of materials but you usually have to improvise. It also depends if you're going for a wood or steel model.
As an example, I'm working on making a flying coaster. The rails are made of plastic plumbers tubing 3/16th inch thick and the spine is 1/4 inch. I have a proto car made, I just have to add the seats that I molded from a 63 Chevy plastic model and make the restraints. The crossties are being made out of a poly mix that you can get at the hobby shop (although it's pretty pricey). The ride's going to look nothing like any current manufacturer's coasters, and I like it that way. It's something to call my own, I guess.
Anyway, if you're going for a non working model, wood may be easier. Either way, I'd definately check out rollercoastermodels.com like hothitz mentioned and also
www.modelrollercoasters.com for working ones. Chris Brewer's method for working models is good, sound, and practical. It all depends on what you want to accomplish.
No matter what you do though, make sure you research the feasibility of the project, and walk through it in your mind first. Once you start, it is hard to go back to make changes......
Hope that helps.
