Sources For Metals

Local:

Admiral Metals, 11 Forbes Rd, Woburn, 781/932-0482 You can buy just about any metal except mild steel (aka "normal" steel; they do stainless though), of any type (tube, bar, sheet, plate etc...)
For small tubing, Tags (Porter Square, Cambridge) may have some.
Cambridge Street Metals in Allston. Primarily targetting roofing supplies, but they claim to have some other stuff as well.
J. Freeman in Dorchester. Sheet aluminum and sheet plastic.
Kaufman in Norwood, so driveable to save shipping. They claim to have a 1700-page paper catalog.
Logan Steel in Connecticut. (note from old wiki: they do online and in person. Prices for their Bargain Barn are $1/lb for steel and $5.00/lb for stainless/aluminum. They have a great selection, but cut at a rate of $20 for the first cut and $2 per cut thereafter. Remember to bring cutting tools if you want to avoid the fee and don't have a truck.)
Mid City Steel in Westport, MA. (note from old wiki: For large section (you know, girders) they are a long haul, but they do have an online inventory, so you can check before you go.)
MIT's central machine shop will sell stock to MIT affiliates for cash.
Philip A Rand Co 139 California St, Newton, MA 02458 (note from old wiki: Good source for steel wire for sculptural and other applications. Small place, they will let you in back to "feel" the wire.)
Pierce Aluminum in Franklin, MA for aluminum.

Turner Steel Co. Inc. is in West Bridgewater, MA. Minimum purchase price and larger minimum for delivery. 1-800-521-8881. Aluminum, brass, steel, threaded rod, drill rod, tubing, etc. They can get many of the items on this extended stock list
Central Steel Supply Marlboro, MA

Ebay has a large selection of metal stock
MSC industrial supply has a huge selection of everything (not just metals); normal UPS shipping is typically next-day from their nearby depot. Can be pricey, but they have lots of promotions. Good search engine; enormous cinderblock of a paper catalog ("The Big Book").
McMaster Carr Like MSC; somewhat different selection. Very nice search engine (but hard to get normal paper catalogs).
Wick's Aircraft for 4130 steel tubing.
Online Metals Small quantity metal orders, lots of selection.

Sumo Steel in Medford has been known to sell steel & aluminum scrap and offcuts. This is an industrial steel fabrication shop nominally, but they have a bunch of stock and scrap that they sell for cash to make a couple bucks in this wintry economic clime. Call first.