I haven't bought live rock locally before. When I set my tank up I used mostly dry rock and got a couple nice pieces of Tampa Bay rock from a member that bough more than he needed.
I will say that all the major stores have it and what I've seen all looks good but I haven't price it either. Atlanta Aquarium, Nemo, Premier & Pure Reef all have a sizable amount. With AA & Premier probably having the most to choose from.