I'm not sure where "over here" refers to but here in the UK "wood yards" are fairly common, especially in more rural areas and are typically much cheaper than DIY places. Often they'll even cut it to size and deliver as well!

Proper high quality wood is a bit nich area my first job had its own stock of hardwoods used for building hydrodynamic models - which where works of art in there own right.

Yes look for hardwood lumber stores. Some of them are chains, we have a small sawmill near us that has or can get just about anything i would want.

You'll still need the DIY shops for hardware/tools/etc.

The large hardware store chains only stock standard softwoods and some board materials, all in subpar quality. This mostly caters to the "jigsaw and woodscrews" faction.