While you can buy sound library CDs\DVDs such as those from Sound-Ideas, Sony, Digital Juice etc. the SoundDogs website lets you pick and choose individual sounds from most of these libraries. This works by means of searching for sounds under a "Supplier" name with that website.
If you need only a parcel of sounds from a library, you don't need to buy it in its entirety.
The sounds cost a bit more since they're being purchased individually, but depending on how many sounds you need, it's a cheaper solution.