For the New England peeps: Highland Hardwoods in New Hampshire has exotics, domestics, plywoods, marine stuff, cabinet parts, custom flooring and even has a whole section of "shorts" (smaller pieces) at a substantial discount.
I ordered all of my cabinet plywood for my house from Maine Coast Lumber, which is now part of Downes and Reader in the Boston area. They maintain quite an impressive inventory and they used to (may still) deliver all over New England for a nominal fee.
Curtis Lumber in Ballston Spa, NY has a very good selection of exotic lumber, domestic lumber and supplies, including turning blanks. I find their prices to be rather high, though. It's fun to look.
There are small sawmills all over my area, and most of them will custom cut. I have one guy about an hour away who will take nearly any reasonable order for domestic rough-sawn hardwoods, find the logs, cut the lumber, stack, band and deliver. I bought 300 board feet of 5/4 and 6/4 quartersawn beech from him about a year ago, for $2 a board foot. Try finding that at the local big box store, or even one of the specialty yards.