Hi Alex,
I've gotten decent 'scrap' steel from several local contractors/renovators, the last time I got 1.5" heavy wall tubing that had been handrails in a scool. Very cheap and ugly but perfect for practising and building bracing! The guy was even happier that I was able to remove it myself, and the price got better!
Also you could try the local trader/swap type magazine, sometimes decent materials for good prices.
Good luck, and have fun!
Dave