There are a variety of "steel tube" available. For example: various pipe sizes & wall thicknesses, welded, seamless, roll on mandrel. Moreover, distributors basically price by the pound. Prices at McMaster, HD, Lowes, and online are outrageous by comparison. (Although, I do use McMaster for a lot of other things.)
Look in your area for distributors/dealers. There are also yards that specialize in "cut offs" from nearby industrial places If you are in the Dodge Center, MN or Cleveland, OH areas, I can suggest some good sources. For example, last Fall, I paid $50 "out the door" for an 8' piece of 5" x3" x 1/4" angle in Cleveland. I have had the best luck with small to medium size, family run dealers/distributors. It may also help to say what you are using it for, as I did with the angle (i.e., snow plow for a farm).