If you need 1-2 items, Klingspors and Woodcraft should be fine.
If you are looking for something special I would recommend a trip to Archers Lodge to visit the folks at NCWood. They have a great selection of domestic and imported woods.
I took a trip there last year when I first started turning and ended up leaving with a trunk full of wood and a lighter wallet, I am still working my way through that purchase!
They have a presence on Ebay
eBay Store - NCWood: Exotic Turning Woods, Domestic Turning Woods, Exotic Boards but you can visit their office/sawmill and get a tour of the stock room and personal suggestions on wood. Very helpful folks, I will be going again once I work my way through my purchase from last year.
In Zebulon there is also East Wake Hardwoods, some interesting finds there but they seem to mostly cater to woodworkers who do flat work and not turners. I have found some good deals on stock suitable for turning small bowls there though, so there are some bargains to be found:
East Wake Hardwoods - Supplier of Domestic and Exotic Hardwood Lumber
-Dave