You can't - or perhaps shouldn't - print everything.
I'm all for reinventing the wheel, but the 3d printing world calls them
'vitamins' because they make things you build better, stronger, and
longer-lasting.
Screws
A bit obvious perhaps but if you design your projects around
common nuts and bolts you won't lack for hardware. #6-32 and M3 are
the "big" and "little" computer screws respectively, with #6-32 being
available in other sizes in North American hardware stores.
There isn't a consistent standard for self-tapping screws OTOH
but computer "fan screws" of most kinds will fit a 4.3mm hole.
Fasteners
Zip-Ties - not my idea, seen it done in tons of 3d
printer parts. They're cheap, easy, surprisingly strong, and
semi-permanent. They can hold together small parts that
need to be tough, like bearing holders, and can really simplify some
things... Two holes becomes a beltholder. Etc.
Nuts and Screws - Sounds like a no brainer, but they also
have uses as driveshafts, axles, and reinforcement. In North America,
#6-32 screws are cheap and plentiful.
Binder Clips - holding flat things, like glass plates.
Rigid Elements
BB's - thanks to the fake-gun industry you can get
thousands of these on the cheap. The 4.5mm kind is usually metal, the
6mm kind is generally plastic. Use them as catches, cams,
eccentrics, pushrods, axles, bearings - anywhere one part needs to
push another without wearing or breaking.
Ceramic Tap Inserts - a common specialized piece available for
pennies for many fluid or possibly air control needs.
Farmer's Tape - This has a lot of names, 'metal fixing
tape', 'hole tape', 'building tape'... It's a rolled-up strip of mild
steel or copper punched with holes all the way along. You can use it to
screw or strap anything to anything.
Cardboard - It doesn't hurt to build a case / structural
mockup with Cardboard Aided Design before you do a lot more Computer
Aided Design. It's a lot faster and cheaper, can save you some
expensive mistakes.
Chemicals
ABS Glue - Good for more than just pipes, easily found
in any plumbing or hardware store. You can join together ABS parts in
a rigid, permanent, waterproof manner. You can also coat surfaces for
a shiny seal.
Acetone - Most any paint or hardware stores will
have it. Not that toxic, though its quite flammable. You can polish
ABS parts with it and clean your print platform. It's also a component
of ABS slurry.
Two-Part Epoxy - For attaching things which aren't ABS to
your ABS.
Red Locktite - aka methylacrylate. Holds nuts to bolts.
Also holds motor shafts to parts. Metal is actually part of the curing
process so how well it works depends on what you stick it to. Only
cures in thin layers. Finicky stuff but invincible if you get right.
Fishtank Silicone - Makes a tight seal between two
motionless, smooth, flat surfaces. Only thin layers will ever
cure, but it can be mixed with cornstarch to make oogoo, which will
solidify throughout.
Flexible Parts
O-Rings - A common ten-cent part which costs $1.50 each at
the hardware store. Might be better to get a 'kit', or even mail-order
lots of the size you like.
Hose Washers - honorary O-rings. You can get them in packs
of 3 for $5 or sheets of 12 for $2. Sometimes I wonder if there already
is a tax on stupid.
Self-Vulcanizing Rubber Tape - waterproofing tape. Use
it for odd-shaped gaskets, strain reliefs for cords, and maybe even
waterproofing things.
Bicycle Inner-Tube - Cut them up into yards of flat, thin
rubber.
Electronics
Cable Couplers - The common/cheap beige cat5 cable couplers
have removable modules in them.