first of all welcome
and so starting last regarding 2N5457 (And for that matter most other of our commonly used JFETS) the through hole version (TO92 package) have been out of production for so long now that it is almost impossible to find anywhere that has anything like reliable spec let alone an affordable price. The good news is that the SMD versions (SOT23) are readily available, with reliable spec and at affordable prices, the only downside is that they are fiddly little buggers (Get your soldering skills up before you try them and be very patient) and you'll need daughterboards to use them in the layouts on here.
This is where I get both my SMD JFETS and the daughterboards
Regarding obsolete transistors and diodes, I'm assuming you are refering to germanium? if so there is a whole thread dedicated to the subject
and if you read through the posts for similar layouts that use the same components you'll find a lot of more readily available workrounds that work really well such as Russian transistors and diodes.
is a good place to compare specs as well, important considerations for possible alternatives are the pin layout (CBE, EBC, BCE etc) and as long as that is compatable any transistor with a similar HFE should work. Again it's well worth reading through the posts to see what results others have found with different transistors.
diodes are (Especially if in groups of 2 or more) often used to create clipping / distortion and different types have different characters, some more aggressive, some smoother http://guitar-fx-layouts.42897.x6.nabble.com/3-options-clipping-switch-td37066.html#a37074
could be worth building to experiment with in future.
IC's are mostly easy to source, and in most cases the letters at the begining and end are not something you need to worry about too much. They refer to a manufacturer and usually part of the spec that isn't imprtant for the uses in gutar pedals (High thermal capability ect) so RC4558, JRC4558, JRC4558NM are all interchangeable. Also most DIL op amps have the same pin layout and are interchangeable, so you can usually use TL062, TL072, TL082, 4558 and many others and have a working circuit. There are a few IC's that are a bit more tricky though, CA3080 and LM308 spring to mind as they are long out of production and it's easy to get duds if you're not careful http://www.musikding.de/?lang=eng
are reliable for both though.
is a good source of info on where to get parts, otherwise I'd thoroughly reccomend you to put your feet up with the drink of you choice and read, read, read through the posts, there is so much information there that is really helpful.
Oh and smart move to start small and simple, a lot easier to find and sort out any issues you might encounter, so LB1, one knob fuzz then work up to things like OD250 would probably be good, just keep taking little steps