I'm not looking for a specific location, it's just a general question. The only places I know to sell square tube and round bar as well as sheetmetal are the hardware stores (Home Depot, ACE, etc) - and the prices are ludicrous. $16 for a 12"x24" 24ga sheet!
The point is I would love to 'play' more. You know, recreate things that I could have easily bought just for the fun of it. But at the hardware store prices, I can generally buy a finished product for less than half the cost of steel+consumables.