Welcome to the old Pueblo, Nick! Lumber sources here aren’t the greatest, tbh... But there are a few. Mainly, the following:
1. Woodworkers Source: online retailer that has three (I believe) brick and mortar locations, one of which is in Tucson. Good exotics stock, and not too bad on the domestic either. Prices are high but it helps if you (a) join their Rosewood Club ($25 one time fee if I remember correctly), which gives you maybe 10% or so off all lumber and sheet goods, and/or (b) stock up when they have sales. For example, I picked up about 75 bd ft of 8/4 hard maple two weeks ago at $5.04/bd ft, sale price. Not the best, but cheaper than ordering online at least. They are really great for sheet goods, specifically, Baltic birch. Pretty good quality, usually stays flat enough although I’ll get a wonky sheet every now and again, and the price is pretty good (I believe it’s about $55 per 6x6 sheet for 3/4 if I’m not mistaken). They just got bought out by MacBeath Hardwoods and the quality of stock from what I can tell has stayed the same or in some cases, improved slightly.
2. Woodcraft: pass, unless you just need a one off and you find a good piece after culling thru their limited stock. Really overpriced.
3. Hood Distribution: largely a wholesale lumber dealer that sells to the trades, but they’ll also sell to hobbyists. Just don’t go in looking for one or two boards. Need to kind of know what you’re doing. Personally, I try to wait until I need >100 bd ft+, but you might get by with less depending on the salesperson/day/etc. Prices are far, far better than the above options and quality is very good. All in all, Hood is your best option in town if you can swing it. You can find a PDF of their species inventory list on their website.
Other sources in town are sparse. You’ve got King Mesquite, which is a sawmill and dealer of, all things, mesquite lumber. There are one or two small mills that advertise on Craigslist (mostly local species I believe, such as mesquite or acacia) although I’ve never personally visited or bought from any of them. That’s about it for down here... Phoenix has some far better offerings, if you’re up for a 3-4 hour round trip. Feel free to PM me if you have any other Q’s or need anything.