I recently placed a larger order from Alro. 4 - 1x6x144 4140HT flat bar and misc 4140QT rod. They smoked anybody else (including freight) except my local vendor, but the only piece they offered me was a master plate to big for me to work with. Cut down to usable size it was more. When I realized I needed a couple smaller pieces (larger bar1x8x10) for two of the parts of the job I priced around, and again Alro was the answer. For the larger order they were a LOT cheaper per pound, but even for the smaller order they weren't bad.
Some other resources:
Admiral Steel:
Knife size thickness bar lengths in a wide variety of tool steel. Both carbon and stainless.
Tool Steel Service of California:
Has a lot of tool steels.
McMaster-Carr:
Has nearly (almost) everything, but for metals they tend to be expensive. You may be able to negotiate better pricing for larger orders, but for small orders they are strictly the price shown. On a positive note McMaster-Carr STOCKS STUFF and it ships quick.
Remington Industrial: My preferred local metal yard stocks the following that I use:
5052 Sheet
6061-T6511 bar
Misc aluminum tube and structural shapes
A36 Tube
A36 and A500 plate
304 round bar
1144 Stressproof (tm) round bar
Your usual array of hot rolled structural
They tend to be better pricing than any of the online sellers on the items they stock. If you buy fill size stock. A band saw saves me a LOT of money. Anything they do not stock is a crap shoot. If its something they stock in another yard or comes from one of their regular mills I can ask for them to have it on their next regular truck and I get it for similar competitive pricing with no freight. I recently foudn they can get 416 and 303 for me competitively as well.
Another local vendor:
Seems to price every piece of metal like its a job his fabrication shop didn't get and he's trying to make up for it.
Now on larger orders of anything it pays to shop around. The local vendors should not be discounted. Often they too will discount on quantity orders. Some more than others. I recently bought some square steel tube from Remington. I bought a dozen pieces (since I'll use it eventually anyway) and I basically got one piece for free. On my 4140 I got the best price shipped halfway across the country from Alro. A while back I needed a large batch of 5052 sheet and plate. Metals to Go had the best price including freight from Maryland to Arizona by nearly half.
One IMPORTANT thing to note:
Each major metal vendor seems to have certain products they sell a lot of of. Those products they tend to be very competitive on. Other things they sell may be quite over priced. No one vendor I have found is good on everything or even most things in modest quantities, and on larger quantities all bets are off. Shop it around.
But, I don't need 12 feet of rod you might say. Well how about if the 6 inch piece you need is $9 and the uncut 12 foot pieces is $100. Come on. If you are a shop you will use it eventually, and if you are a hobbyist you will have more metal to play with. There's a very old saying about being penny wise and pound foolish. The ONLY reason to not buy the larger piece is if you HAVE TO HAVE the small piece and there is no practical way you can afford the full size piece. That's when you got to the scrap yard or call the guys you have made friends with at the local fabrication shops. Still... at the current price of fuel as somebody mentioned its pretty easy to burn up enough gas to cancel any savings from being cheap. Cheap and frugal are not always mutually compatible.