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Find the industrial section of any major city,and spend a day driving around checking the businesses you find there (well worth it)
Look in the yellow pages of the phone book for :
1) Fasteners
2) Metals
3) Hose and tubing
4) Fittings
5) Browse the wholesale listings (Many who advertise in there also will do retail sales)
I get all my stuff from Crown Metals locally, at least all my steel. I get stainless from McMaster- Carr( www.mcmaster.com ). They have really good prices on thinwall pipe, and mandrel bent and cast shapes.
Check www.thomasregional.com you can scan by area or products. We use them occasionally here when we need something "different". Mcmaster-Carr also has their own web site with their complete catalog on it. I have always thought their prices were rather high compared to what I could find locally, but they almost always have the stuff in stock.
You could also ask some people around your area.......the local drag racers.....the guy down the street who races round trackers
or the guy across the street who just tubbed his fox bodied mustang.......I've found word of mouth is the best way to find out about any business