Around the Toronto area, there are stores called, I think, Metal Super Market or somesuch, which are pretty much retail store for steel and aluminum. You basically buy by the pound. The prices are a bit high - for example, they quoted about 50% higher than a bulk supplier for a 40 foot steel beam, but they make up for it in the fact that you can pretty much get what ever you want, cash and carry. The price is much less than at HD, for example.
This is were I've bought my steel, because all in the cost of the metal doesn't seem to be as important as other things like hydraulics, and so forth.
So if you can find scrap, its great, but I find it a useful place to know about.