Where does everyone buy their wood at?
It depends upon the project. My city has both a Rockler and a Woodcraft. There are other specialty wood shops that cater to the luthiers. You can special order items from Home Depot that aren’t normally carried in the store such as PureBond plywood in a variety of specialty veneers.
Look for some sawmills near you! I just googled “Sawmills near ____” and “Lumber yard near ____” and got plenty of results. Turns out there are some right down the road from me and the wood is so much cheaper and better than going to home depot. Plus its usually a local company so shop more local.
For more basic stuff like Plywood or MDF I just go to the home depot or lowes.