For anything other than an item they can just pull off the shelf (and even then they seem to have a pretty relaxed attitude about timing), 8020 is a problem. If you need anything cut to length, that's going to take forever and in many cases they're going to force you to buy it through a distributor, which adds a layer of opacity, cost, and time, too.
McMaster, as has already been mentioned, is fast and reliable. I always get anything I order in two days. The material is as good or better than that from 8020, and for the finished lengths we use the pricing works out well for us.
TNutz also has various very good qualities, particularly in terms of the small parts and in machining. For example, we use quite a few short lengths of t-slot that are threaded on both ends. The price is frankly spectacular compared to the struggle we've had getting the same thing through 8020. One thing you won't get, though, is a McMaster level of quality on the extrusion. This is really dependent on what you're using it for, but be aware that in some cases the low cost equals sections that aren't straight, or it sometimes seems they've mixed a metric size with an imperial (important in terms of what fasteners you use), and cleanliness can be a concern.
