Maybe not. In many areas there are suppliers that cater to cabinet and woodworking shops that also sell 'over the counter'. Many of these sources will sell to other than those in the trade (it doesn't hurt to ask). I find in these times they are more inclined to do that. I can speak in this area that many of the "custom shops" have fallen to hard times. They have become the competitors to retail outlets, such as the home centers, and places that sell production cabinets.
Many leading HPL (high pressure laminate)...like Formica distributors sell a wide array of products including hardware, veneers, plywoods, and some even mouldings and hardwoods. The lumber and plywood distributors may also sell to the individual. What makes using these sources enviable is that they are likely local, carry items in stock, and you get to see and feel what you are after. For the DIY'er, or hobbyist, buying from these sources will access you to a variety of products, that can be of better quality than what's sold at the box stores or online.
Another advantage is there is no shipping costs, and you can walk in and out with what you need. To find what's available, look in the Yellow Pages under wordings that vary from 'plastics', to 'cabinetmakers supplies' 'lumber', 'plywood'. You could also look online for the major distributors of HPL, like Nevamar, Wilson Art, Pionite, Formica, Micarta, etc. Those sites may have a 'find a location' for a distributor in your area (maybe by zip code). You can also call their toll free number and ask what's available in your area, or could they offer a suggestion. Outlets like Rockler and Woodcraft have a good selection, but the trades usually don't patronize those places unless they are the last resort.
So, will you save money? You might, but you also are likely to get a better product from an establishment that's knowledgeable with what they sell. Is it worthwhile? I can still buy a full ¾" thick hardwood plywood with .0625 veneer faces.