I always go to M&K in Gardena for new metal, or to look through their drop cuts (they sell drop cuts of sheet and tubing by the pound). www.mkmetal.net
Me being on the west side of LA, it's fairly close. But it's enough of a drive that I usually get twice what I need for a given project, so that I always have extra material to start the next project with so I don't have to wait until I can get out there again.
M&K sells tubing in 20 foot lengths, and will give you 1 free cut on each piece, I usually just have them cut each stick into two 10 foot pieces for easier transport, unless I know that I will be better off (less waste material) with a different length cut or no cut at all. I mostly get the 1x1" 1/16" thick steel tubing for making furniture, I believe it's about $12 something for each 20 foot stick.