Being a home shop hobby machinist I have purchased small quantities of metal from
www.onlinemetals.com and
www.metalsdepot.com. I don't usually need large quantities of metal.
www.onlinemetals.com usually has better prices than
www.metalsdepot.com and will ship up to 8' lengths easily.
www.metalsdepot.com has higher shipping costs and really get you for anything over 6' IIRC but either way shipping is the killer buying small quantities online. I usually prefer
www.onlinemetals.com over
www.metalsdepot.com but they do carry slightly different stock so check both. Here is the way it usually works out:
1) Use McMaster-Carr if you need something really fast but they are expensive. They will get it delivered to you in usually 1-2 days and have just about everything you can think of.
2) If you need a lot of something particular buy from your local metal supplier. FIRST teams don't usually need several hundred feet of a particular item so this is not always the best option for FIRST teams. Don't expect your local guy to bend over backwards when you come in and say we need 2' of this, 4' of that, and a 3'x3' piece of diamond plate. They want large orders and usually have minimum quatities and/or $ amounts and charge a premium for cut fees. Sometimes they have a scrap bin of small stuff they will sell by the pound. If possible get to be buddies with a local supplier and snag their scraps as a donation.
3) Use the online places (
www.onlinemetals.com,
www.metalsdepot.com, others) if you need small amounts and can wait for UPS ground or other slow boat delivery. Again, not always the best option for FIRST teams. They are cheaper than McMaster-Carr but but IIRC
www.onlinemetals.com ships from near Seattle. They are happy to cut to order (+/- 1/8") but you pay more than if you bought 100' of it from you local guy but usually less than McMaster-Carr. Again, shipping is the killer.
Of course, the best solution is to grab as much stock before build season as possible.