Cheap PSUs are an excellent source for diodes, transistors, inductors, and electrolytic capacitors (as long as you don't mind low quality). Plus if it's a half-bridge unit you usually get a step-down transformer suitable for a +5V PSU (for the +5VSB) and a 1:1 isolation transformer. If you get really thorough then you can also get zener diodes, ceramic caps, and large thru-hole resistors. On slightly higher-end ones you can also find optocouplers.

Don't bother with most of the SMT stuff, or thru-hole 1/4W resistors. Too much of a pain to desolder and sort.

PS: A couple weeks ago I took apart a cheap PSU that was full of lime-green "Anodia" capacitors. Anyone familiar with this brand? I've never heard of them.