Ady
The only problem in going into the local scrappy is that you have no idea of the type of metal you are getting. Not so bad for the softer materials but pick up a bit of hard steel and your experience may be less than enjoyable. My advice would go onto ebay or similar and find a supplier who supplies metals in relatively small quantities that have a known standard.
If starting out with steel then I would suggest using EN1A (BS 970 230M07)or similar and then graduating up the chain to the more esoteric steels. Not only will you learn how different tools affect the finish but also what sort of finish you can reasonably expect to get using different materials.
Another option may be to look in Yellow pages or similar and see if there is a small engineering works nearby and approach them for offcuts. You could always offer to pay scrap price for what you take or chuck a few quid in the tea/Christmas kitty

helps to oil the wheels.
Just a thought.
Cheers
Martin