Despite living in a large metro area (Atlanta, GA, USA), finding wood, especially marine grade plywood, can be difficult. Part of this is probably because Atlanta is one of the few large cities that didn't grow up around navigable water, so there is little boating industry here.

Regardless, there are ways.

First off is a link that I just found referenced on the WoodenBoat Forums for:

• WoodFinder.com - This is a really slick site that lets you search for suppliers by location (zip code, etc.), type of wood you are searching for, etc. Seems to work well... I found several local suppliers I didn't know existed. Some of the ads are a trip, too :-)
  

Now for a couple of popular "internet" suppliers of our kind of wood products... these are worth checking out. Even with shipping the prices are often competitive, if not better than purchasing local. Of course you can't dig through the piles yourself, so...

• Boulter Plywood Co.
• Boat Builder Central - Plywood - a branch of the Bateau.com folks
  
• Harbor Sales - they have more than just wood... interesting place to check out
• Rockler Woodworking and Hardware - another supplier of tools, etc. They have smaller lots of "specialty" wood items, turnings, etc.