Recently in my search for Metric stainless rod stock McMaster Carr had the best price. By a lot. The next best quote was almost double. It was still 4 times more expensive than similar size standard inch stock, but it was definitely the best price of those vendors who had a price on line or were able to provide a quote.
Often I find they are best priced on other things as well. While I was searching for rod stock I was also shopping for stainless TIG wire. I use it for pull pins in some molds. Its stainless so its low reaction with other metals, its on size, and unless its been abused in transit its very straight. It tends to be marginally cheaper than stainless sold as rod stock, and it doesn't need to be straightened like a coil.
I did a quick check online for 1/8" 308 TIG wire. In the past importers on eBay have typically had the best price, but for a 5 pound bag McMaster was $10 cheaper. Yes there is shipping on top of that with McMaster, but the shipping on that one item was less than $10 and McMaster-Carr seems to always sell a top quality product.
On items I buy routinely I always check McMaster and often they surprise me. I also buy from them if they are only close to other vendors on price, because they are 100% behind their product, and amazingly behind me as a customer even if a problem is not their fault. I won't pay them a huge difference, but I will pay a little more once in a while just to order things from a minimum of vendors.
P.S. Maybe the local Linde store (formerly Praxair) would have given me a marginally better price, but it would have taken an hour or more plus fuel to go get it. Drive, wait, talk, pay, drive... its only a few miles away, but that still takes a little time. I do like to chat with Mike (the manager) though. He's the only welding store manager I've ever dealt with who treated my small amount of business likes its important, and we have some common interests. Maybe next time Mike.