Depends on the type of wood you mean.
I find stuff on a beach. I buy nasty ply from my local builders merchants, and actual hard & soft woods from a local wood place through my builders merchants as their pricing is half what I would get it for directly. Nice ply comes from a national outfit but I buy that in bulk when I need it and store it up - to save on delivery.
My best wood, by far, comes from a wood recycling place near me, they don't seem to understand the concept of money and you don't even need to haggle to get an amazing deal on something beautiful (after a bit of a sand anyway).