I drive a small SUV and own a small (5x8') flatbed trailer. I buy my steel in full length and plate in full size. The problem isn't where to buy steel, it's how to get steelyard-sized pieces home.
One way to go is to buy a truck and spend boocoo bucks on racks, etc, not to mention insurance. I prefer to spend a little money on my car once.
I pay to have a front trailer hitch installed. Then it's easy to mount vertical outriggers which sit inline with the racks on top of my car. Then I can bring 20 or 21 foot sticks home easily. Here's a pic from 2007:
There's 800 pounds of steel up there. The outriggers take most of the weight.
metalmagpie