Buy your LEDs premounted, and you will notice less selection... But it will rarely be all that expensive. Maybe ~5$ each? StevesLEDS, RapidLED, LEDgroupBuy are the big ones, with Steve's being my favorite. Otherwise you may have to buy in bulk to get uncommon wavelengths or bins, places like DigiKey or Mouser sell almost everything unmounted that Cree, LumiLEDs etc produce.
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