Supplier will be an eye opener. I couldn't believe how much more steel I got for the same price my first time. Now, the only thing I occasionally buy from big box stores, is angle iron, if I only need a little bit of it. Even then, a steel supplier will have better deals, but you have to buy full lengths most of the time.
If I recall correctly, for the price I paid on a 3 foot pieces from HD or Lowes, I picked up a 20' piece at a supplier for close to if not the same price.