I did mine at Home Depot. I (eventually) got it all. Their prices are decent. A place like Totem will do very well for you, from what I hear from numerous people.
Speaking of my experience with Home Depot, you go to their contractor desk and say "I want to build a deck of so-and-so dimension, with the steps here, and this here, and that there". Then the computer spits out a print out of what it thinks you need.
Cheapest: Spruce -- no good
Next Cheapest: Pressure treated - a bit more expensive but should last longer
Next: Cedar: Will last a long time but is more expensive than pressure treated
Best Value, Best Maintenance, Most Expensive, but damnit, if you can afford it, do it, because you'll never stain or need to build another deck again (if you're going to be where you are for a while): Composite decking material
hOME dEPOT AND rONA FRUSTRATED ME TOO MUCH. Damn caps lock!!.
I tended to know more than the big box store employees so I went to Totem, way better service, plus you can return anything there, no questions asked. Also I realized that my railing package was missing a couple 2x6's months later when I finally got to building the railing. I went in there expecting to pay for the additional two and they gave them to me. Totem really is in the dark ages when it comes to customer service, which of course is good.
My wife wants to redo our backyard. She had a guy come in and do a plan, but he didn't address 80% of the stuff we asked for. We got a couple ideas, but generally weren't pleased with the process.
"The problem with any ideology is that it gives the answer before you look at the evidence."
"The greatest obstacle to discovery is not ignorance--it is the illusion of knowledge."
óDaniel J. Boorstin, historian, former Librarian of Congress
"But the Senator, while insisting he was not intoxicated, could not explain his nudity"
óWKRP in Cincinatti
They were great for hardwood. I didn;t know they did 'other' wood.
Oh yeah. They sell virtually anything wood related you can think of.
I bought T&G plywood and #2 2X4s from them. The T&G plywood was $5 cheaper than Home Depot (Rona doesn't sell the same brand), and the 2X4s were about .50 cents cheaper than HD/Rona. I got precisely one 2X4 that was too curved for me to use as a stud. I got two that were slightly curved (and I mean slightly). The other 60 were dead straight (and I had some 10 and 14 footers). Heck, I can't find 10 straight studs at HD/Rona without taking half an hour searching through their pile of supposed #2s.