Some I save from the garden, though probably not as many as I should. And I get a few volunteers, mostly zinnias and marigolds, sometimes certain herbs.
The bulk of my seeds come from a local Mom 'n Pop Garden center, not one of the big box stores. It has been passed down a generation where the daughter and her husband now run it. I also get some started plants from them. I don't get as much variety selection as ordering online or from a catalogue, but the prices are a fraction of the mail order seeds and I get a lot more seeds per packet. That price advantage is before shipping charges. An example, I can get Yukon Gold, Kennebec, or Detroit Red seed potatoes from them for $0.59 per pound and pick out exactly which potatoes I want. Those are the only three varieties available but if I order through the mail the cost is more like $5.99 per pound and that's before shipping. They are fairly generous wit their seeds too, at least the ones they self=package. One of their inexpensive packs of carrot seeds will plant my spring and fall crop, where I might need to buy two or even three packets of more expensive seeds just for my spring planting online or from a big box store.
I get some started plants from a gentleman that sells organic open-pollinated plants at a local, not national chain, natural food store. He has plant sales around the region and has three different days spread out through spring at this natural food store. I get a special pepper from him, a certain Italian basil I like, plus this is generally where I get a few "different" varieties of spur-of-the-moment plants. He always has something new to try.
For things I can't get locally I go online. I generally buy a few things from Burpee because they have certain things I like, specifically tomato varieties. If I want something specific Burpee doesn't have I do an online search and order from whomever has it. For example, I wanted to grow Celeriac this year so I did some reading on varieties and decided I wanted Bianco del Veneto, Venetian White. The only company that had them that I could find was "Seeds of Italy". So I ordered a packet and have them started, getting ready for transplant later this spring. I don't have loyalty to any specific seed company, I look for who has what I want.