There's no 'paper' catalog of parts that I know of. It would need updating very frequently. There are several good repositories online like www.bricklink.com and www.peeron.com.

They search a lot faster than a paged catalogs. You can always print the pages to PDF and create a document yourself .

Besides that, I'm in the (very) early stages of developing a 'genuine' LEGO parts database and maybe I'll create a document of that in the future.

If you're looking for specific parts you can always shout here, we're willing and probably able to help.