I typically use McMaster-Carr, Granger, or Amazon Industrial. Those sites usually give me a conservative ballpark estimate. Once I need to order the parts, I will call up a supply shop or vendor - the local steel yard, Tap Plastics, etc.
MATWEB online is a very good source of information.
I know this post was from a year ago, but it's still a relevant question.
You're usually paying a premium at Mcmaster for the convenience of their vast assortment of merchandise stocked and ready to ship. I order from there all the time, though, for production, not a good source of material if you want reasonable pricing.
MATWEB doesn't include material costing. (That I've found anyway) They are only a good source of material attributes.
Most commodity materials change price on a regular basis. The closest resource that I've found is:
Unfortunately, these prices are per ton of pure commodity materials. Add processing and blends, I'm sure the price goes up from here, but not sure where to find that pricing.
I'm still on the hunt for a better resource to be able to update materials costs in solidworks costing on a regular basis.