I buy from Alro Metals, Harbor Steel and Supply, Chicago Tube and Iron, and Schupan Aluminum, depending on what I'm looking for. The each have specialties and some will be very cheap while the other guys are 50% more, then flip flop with something else. For instance, CTI doesn't stock plate, so they're very highly priced vs Alro, but they'll beat the pants off anyone else with tubing and pipe.
I call the salesman, and the truck is outside my shop the next day.
Harbor is local to me, about a 10 minute drive. They have a "random" short rack, and anyone can walk in there and pick out what you want. Or just buy full bars, they'll cut them in half for you for free. They have a $40 minimum. I just prefer to have them deliver. I think delivery is $10.