I second Jeff43, I have bought most of my steel from https://shootingtargets7.com
They use flat rate boxes so their shipping is reasonable but the mailman don't like their boxes much. If you get on their mailing list they send out all their sales, and they have lots of them. They have nice charts to help you buy the right thickness for what you plan to shoot. Since I shoot a bit of everything on my range I color code my targets Green handle anything I own, Yellow carbines and handguns, red .22 only. If you make everything for the biggest caliber they don't ring that well on lower caliber.
As long as your buying targets, I found that just buying what ever paint was cheap didn't cover well and in the long run cost more than good paint. I found https://www.rangestore.net that sells high pigment target paint in a bunch of colors. They cover fast and a can last awhile.