Buying/winding inductors
You don't say what your application is, what current and frequency.  

If you wind them yourself an RLC meter will tell you what the inductance is. This will depend on the frequency, so make sure you set the meter for the right measuring range. (Mike rightly notes that RLC meters don't always support HF measurements.)
If you don't have an RLC meter, you can measure it by applying your AC signal to the coil in series with a resistor. On a scope you can measure the phase shift between voltage and current, from which you can derive the inductance/resistance ratio.  

For air coils there are online calculators which give you the inductance as a function of inner and outer diameter, length, and the number of turns. The formula is  


  \$L (\mu H) = \dfrac{0.315 (N A)^2}{6 A + 9 B + 10 C} \$  


Where N = number of turns, A = average coil radius, B = coil length and C = coil thickness, all in cm.  



I've used coils from Coilcraft, but IIRC they're not cheap.
Vishay is another manufacturer.
Sumida is very inexpensive. I always had to have their SMD power catalog close at hand.  

But actually there's dozens of them. Look for specific values at DigiKey, Mouser or Farnell.