For me, MSC is preferred to McMaster Carr. Both accept phone
orders, and normally get the items to me the next day. But MSC will
happily send me a yearly copy of "The Big Book" -- their boat anchor of
a catalog. McMaster Carr wants you to be somehow cannonized before they
will send you a catalog, and I find fewer things (of what I want) in a
McMaster Carr catalog when I can find one than in the MSC catalog.

I understand that the McMaster Carr web site is better than MSCs
(though MSC's is improving), but I prefer the dead-tree catalog when I'm
really looking for something. Among other things, it will show me
similar objects which might satisfy my needs better on the same or a
nearby page.

I agree, and for the same reason. MSC also publishes their catalog on CD.