Best place to get lumber to build a shed?

I'm a first time lumber buyer who's looking to build a 10'x10' shed in my back yard. Where's is the best place to get lumber? Pricewise, I don't want to spend a fortune but at the same time I want good quality wood that's priced right. I'm hesitant about getting it at a Home Depot or Lowes. Looking for delivery options as well.