look in the phone book for a metal supply center. or go to a local welding shop, machine shop or fabrication shop and ask if you can buy some from them. sometimes they will even give away small chunks, depending on the size of stuff they normally work with. if they can't sell you any directly just ask if they can point you to a place that can.
also you can get a very limited selection at places like home depot and lowes, but you will pay premium there