I like metal supermarkets because my local shop has some really cool guys. Check to see if there is a location close to you. My shop actually lets me walk around the warehouse and look for drops that they sell at a huge discount. The also are more than willing to order what i need.
Short of that, I've bought stainless and Ti from onlinemetals. Google em. Their prices suck, but they typically have what I need.
Oh, for 4130, I typically use aircraft spruce because they have damn near everything in chro-mo.
--Chris