Simon,
I am very lucky in that I have a major recycling yard fairly close to me, and getting to know a few people that work there has been invaluable over the years. I only needed to tell them that I wanted something, and when it came in they would put it to one side for me. Sash weights are a good example. Here in the UK, they seem to be made of better material than elsewhere, from an average sash weight, I can get 13" of 1 3/16" diameter, 100 year old, very well seasoned and close grained cast iron out of each one, at a cost of 30pence each. It is perfect for the sorts of things we make.
Friends and relations are always a good source of materials, when you ask them if they have any materials in their garages or sheds, all of a sudden things start to appear. I have many hundredweight of brass bar from such sources. They know not what they have until you remind them. Some of it is many years old, say when they cleaned out their old relatives sheds and thought something would come in handy, but never did. It really is amazing what people keep for years and never throw away.
Friends and relations, if they are still working, will get throw outs from where they work, usually, you just have to ask. One friend brings me scrap steel bars and rods from when he does his job of fitting new garage doors, usually hot rolled, but also a fair amount of cold rolled bright bar, up to about 4ft long. I cut it up into manageable lengths, say 12" long, and share it out amongst other model engineering friends, again, I have cwts of the stuff in stock, all for free.
Very rarely do I buy materials, except when a customer required a special material, would I purchase it.
I have forgotten the last time I bought anything for one of my projects, unless it came as barstock with a casting kit that I have bought.
If you don't ask, you will never get.
John