Lumberyard. While it't true big box places may be competitive on say 2 x 4 studs, they will be higher the majority of the time. And while the BB places can be reasonableish on lumber, they are ludicrous on things like trim and electrical supplies (except wire when its on sale; that's a deal.) Moreover, lumberyards will usually deliver for free, or a nominal fee like 10 dollars. Go hand load up 3 or 4k worth of lumber at HD and get back to me. What's better is lumber yards will take back - provided it's not damaged - what you don't use when they deliver materials for the next phase of the project.
Make a list of say all the lumber you think you will need for framing. So many 2 x 4 x 8, so many 2 x 8 x 12, so many lbs of nails, etc. Then call 3 or 4 real lumber yards and get a price. Let them know you are starting a new project and need a price. When they ask about an account tell them you will be paying when you order with a cc. In Atlanta ProBuild is pretty darn competitive and I bet you have one in Nashville.
One last thing. Don't be afraid to show some humility. I am not a full time GC and when I place a framing order I will ask the salesman anything I am not sure about; e.g. how many pounds of nails he thinks I need based on what I ordered, and if he thinks I am leaving anything off.