[edb]

Let's say I need 100 grey colored bricks, for example. Where can one order lego pieces on a per-piece basis?

[mhb]

http://shop.lego.com/pab/?warning=false

You can also generate a parts list and building guide for your own design:

http://designbyme.lego.com/en-US/default.aspx

[sparky]

The author mentions http://www.bricklink.com/