This thread needs an update and a bump. I've been moon lighting some welding projects on the side so I'll post what I've found in the last couple months. FWIW, I deal with mostly structural square/rectangular tubing, cold rolled bar, and hot rolled plate. Not as much on round tubing and nothing scrap.
NOT Tube Service (that's what prompted this reply)! Their prices are a joke. Seriously, I expected a ridiculous price and actually chuckled on the phone when the lady gave me a price today. That's the 2nd time I've called them for a quote in the last month and won't bother again.
EMJ quoted me $104 on a full length of DOM (they only sell full lengths).
Tube Service came in at $117 for 40" (that's all I needed) or $210 for a full length (at $10.51/ft.) That's $82 for a cut!? Dencol charges $1.50/cut last time I checked, sure, different business model but whatever.
I've been getting a lot of material from EMJ, they sell DOM, HREW, structural tubing and Cold rolled but only sell full lengths. If I need partials of those, I go to Altitude, Dencol, K&K or Metal Supermarkets.
Altitude (Central Denver) has been a little bit higher in quoting but they're open on Saturday and I believe they are also a scrap yard (in addition to new).
K&K (Commerce City) is also open Saturday and are a scrap yard so if you get scrap it's cheap (in addition to new).
Metal Supermarkets (Wheatridge) stocks the most variety (everything) but they're small so if you need a lot of 1 size, they may not have it. Best prices lately. Closed weekends.
EMJ (North Denver) Closed weekends. Only sell full lengths. Best prices on what they sell (that means 12' on cold rolled and 20-24' on tubing).
PS. I design and build stuff if you need anything. Nothing automotive (it doesn't pay, it's rusty, it's messy and I have my own dumb truck that upsets me more than enough).