At the last meetup we were discussing where to buy metal. I have more information.
Metal supermarket: they have lots of selection including the only place I know of to get 12L14 here in town which is very good for machining. They also have aluminium, steel, hot & cold roll, plate, sheet, stainless, copper, and brass. They are open on weekends, Sat. Still on the bad side they are as expensive, more expensive or less expensive than home depot depending on I don't know what. Whims, the moon, maybe qty but not always. Check your invoice before you pay.
Federal metals:
I just called federal metals. Their new building which will add aluminium, stainless steel, to their hot roll steel sales is still not finished as they keep having delays with the builder apparently. He was unable to say when it would open. Soon I hope, and I have high hopes for a better smaller supplier than metal supermarket. They are great for hot roll steel if that is what you want. Good prices. M-F only I think.
Samuel specialty metals. They have aluminium and stainless. Example Price was $50 for angle 1.5x1.5" x1/4 thick by 20' long aluminium angle. $125 minimum charge so you would have to buy three pieces for $150 in that example. I dont think they do cutting to buy less, but they probably would cut so you can get it home. Group purchase anyone? To compare angle 1x1x 1/8 thick by 6 feet long at homedepot is probably $30. Their sister company is wilkinson steel but I didn't call them. Open M-F 9-3!
Big Box suppliers... Homedepot, rona, princess. Princess is a little less than the other hardware stores. They are good for threaded rod. They also have really cheap bearings, but tend to be out of stock on particular sizes. All these stores are convenient and expensive. A few things not intended for machining can be used for various metal working projects. Electrical conduit. Gas pipe. Grounding rods.
I think steel should be about $1 a pound. At federal it seems to be $1-1.5 a pound generally. What about Al? at Samuel its $3.11/lb for example. And Stainless? And 12L14? Anyone?
Who else? Please relay your experience.
Online? Just browsing it seems expensive.
And fasteners. Screws etc. where is good? Good selection, open on weekends, and not expensive.
2016 edits
Metal Works Canada
http://canadianhobbymetalworkers.com/threads/new-metal-supplier-in-calgary.390/#post-3662