Because I'm at a loose end this evening, I've spent 20 mins going through Bricklink and locating all of the items on your list.
Obviously this assumes you want to buy them from Bricklink, which, as Huw said, can take a while to figure out how to use. Think of it as a bit like ebay, in that you buy items from different sellers. Obviously the less sellers you can use, the less you'll pay in postage. Once you've set up an account and have logged in, filter the lists I've linked to by continent or country (using the 'show more filter options' link at the top of the list).
The thing to understand with Bricklink is that you can't pay immediately. Once you've checked out, the seller then has to send you an invoice before you can pay (usually requesting payment by sending money through paypal). You also won't get an absolute quote for postage costs until the seller sends you an invoice, although some sellers will tell you how much they charge by weight on their 'store terms' page. Some sellers also charge a small surcharge per order - it's worth checking their store terms. Finally, some sellers will have a minimum purchase limit, although it's pretty clear what that is on the listing page ('Min Buy: GBP 1.00' for example).
Anyway, regarding your list, I've made two suggestions for substitutions, because the magnets/couplers/wheels on your list are either discontinued or rare, and therefore expensive.