Northern Tool is a great place to go for serious tools. It's not big-box style home improvement store, it's more of a place for professionals (or serious do-it-yourselfers) who need heavy-duty tools and equipment. The tools themselves are equal or better in quality to Home Depot or Lowe's in-house brands, and generally 20% cheaper. They don't carry lumber, paint, or other raw materials, so you'll still have to go to Home Depot for that stuff, but if you need air compressors, power tools, pressure washers, etc, come here and save some money.
Don't expect anyone to be readily available to answer any of your questions (Although the employees are pretty knowledgeable if you manage to find them.) They also have a LOT of online inventory that they ship to the store for free.
I'm giving them 3 stars instead of 2 because of the great savings.