The only steel you can get at Home Depot/Lowe's for cheap is black gas pipe (a good substitute for round tubing if you're in a pinch or just really cheap) and thinwall EMT conduit (galvanized; so you have to grind that off before you weld it, better for light duty stuff like bicycle projects). For stuff like square, angle, plate etc, you need a good metal supplier, or just use whatever you can scrounge from dumpsters, or beg from fab/machine shops. If your school has a metals program, you can ask the instructor who they order their steel from aswell.