Where to Shop for Project Wood

So I've been browsing here for a while, and have delved into a few small projects in the past. I have a history in shop work, but it's limited to tech theatre shop and construction, where the wood is either purchased from stores like Lowe's or Home Depot for a project, or is kept in stock and replenished as needed, usually from the aforementioned stores.

As I move into the realm of woodworking for projects like furniture and such as listed here, I want to make sure I'm starting off on the right foot. With that in mind, is buying wood like the #2 pine found at Lowe's/HD okay for projects, or is there some other place I should be looking/shopping for project wood? I am aware of that Lowe's/HD usually sell some wood nicer than the #2 pine, and I know there are chemical concerns to be considered with pressure treated woods like #2 pine, ply, and MDF that makes finishing that more more important. I'm just looking for a little guidance before I get started. I believe that doing something right the first time is preferable to correcting it later on down the road. Thanks!

tl;dr: just looking for some guidance on shopping for wood. Is Lowe's/HD okay? If not, then where?