I have two regular sources. For full pieces of steel - Bar stock/sheet/tubing and misc railing parts I use Industrial Metals and Surplus/Georgia Steel:
http://www.steelcheap.com/
Located near midtown off of the Howell Mill Rd exit on I-75 on the other side of the railroad yard.
Bring a hard hat if you have one - otherwise you have to wait inside you truck the whole time while you are waiting to load.

For drops and small pieces I use Metal Supermarkets: http://www.metalsupermarkets.com/
The one I use is located near I-85N and I-285 off of Pleasantdale Road.

(678) 421-0054
4301 Pleasantdale Road
Atlanta, Georgia 30340

These guys have a great drop room of all sorts of bits and pieces for sale by the pound.

There is also a Marietta location - but I have not been to that one.

Both of these are business hours locations so you have to go by them M-F (not open on weekends)