Yellow pages. Look under steel suppliers, or metal.
Expect to get raped, if you are after small qty's or cut to length stuff.
On the non-ferrious stuff, there are usually a couple outfits around that deal specifically in brass or copper.
What's the project? What kind of volume are you looking at? Can you pick up? One time buy? Certs required? Oddball alloys?
Most of the metals suppliers we deal with want to sell full sticks and charge stupid amounts to cut, if they will at all. But they are far cheaper, if you can afford to buy a bundle of full length sticks. FWIW.
Some will sell you sticks and allow you to cut it yourself, if you can, others won't deal except if you have an account (no cash sales)
Last time I saw anything weird as far as metal went, our engineers had spec'd an alloy steel tube by material, wall thickness and diameter. When we went for quotes, we found that getting it was no problem. 20 ton minimum run, and about six months lead time, to get the particular tubing shipped from a mill in Spain.
They found something "available" that would work. Go figure.
Cheers
Trev