I get my nozzles from Ebay. I've had 2 batches of six from this supplier...and they've been okay: http://www.ebay.co.uk/itm/161693080940
Regarding upgrades, the most important one I've done is the extruder upgrade. The silly plunger backed by an o ring was never going to give consistent results. Other than that, I've upgraded the firmware to Sailfish v7.5, and I now always use PTFE lined barrels in the extruder.....they really help with retractions. I also use a Buildtak sheet on the standard acrylic build plate.
Both the barrels and Buildtak sheet do tend to have a life expectancy shorter than what you might expect, but they're not worth being without!
In just under three years....and at least a couple of thousand printing hours, I've had to replace the thermocouple once, the hot end insulation three or four times, and have had to change nozzles probably around 10 times. I've also had to replace the hot-end cooling fan twice...once because I accidentally put a screwdriver into the blades and broke a couple off, and the other time because a wire came off the other cooling fan, causing the whole extruder to overheat and the plastic casing melted!
I've recently acquired a second-hand but totally unused Replicator 2 to supplement by existing machine, and I'm in the process of upgrading that to the same level of enhancement. The only difference I'll probably end up with is one with a 0.2mm nozzle, and the other with a 0.4mm nozzle.