I get my sheet goods (plywood, mdf, etc) at Wurths on Poole rd. in Raleigh. Their prices are little on the high side but their plywood is the best I have found in the area, plus their stock is all America made, none of the Chinese junk.
For hardwood I go the Hardwood Store in Gibsonville. I have been going there since they opened and have always been treated nice. Their prices are reasonable and they carry a pretty good stock.
A few times I have driven up to Walls when I needed something special and Gibsonville didn't have it.
Bob