I buy from Austin Hardwood in Austin...(not as obvious as it seems - see
www.plesums.com/wood/tips/lumbersources.html) now owned by BlueLinx. There is an Austin Hardwoods branch in the DFW area - see
www.bluelinxhardwoods.com/BlueLinxHardwoods_ContactUs.aspx?c=2 for map, times, contact, etc. I haven't shopped there, but I know others who have.
Austin Hardwoods/BlueLinx has become my favorite vendor. At least in Austin, you may pick your boards from the top few layers of the stack, or for a substantially lower price, can buy a minimum of 100 bf "off the top." Their plywood selection is good - the quantity price kicks in at 5 sheets, but isn't a huge difference below the one sheet price (like there is for the hardwood). The quality of the plywood I have gotten from them is amazing... often 11-15 plies, often full 3/4 inch (19 mm).
The last time I compared prices, a single sheet of 3/4 Red Oak from BlueLinx was just under $50 per sheet, and the crap (by comparison) from Home Depot was $46.
I have had good luck buying from Wall Lumber, but I have had to make a large order to keep the freight cost from killing me.
If you only need a small amount (that I might have in my inventory), email me... I will be driving to Frisco next Sunday afternoon, and will be there much of next week.