Basicly, DOM (drawn on/over mandrel) is structurally stronger than HREW (hot rolled something? welded) There is no such machinist's term as "roll cage tubing". The best tubing you can buy for a cage is DOM. You can tell the difference by looking for a seam along the length of the tubing. If it has a seam, it is HREW, and if it is smooth, it's DOM. I don't have this knowledge from building cages, I have it from being a machinist for many moons. If the stuff wheeler's is selling is seamless, it's great stuff, if it has a seam, it's decent stuff. Any steel is going to be expensive, lately, and few places are going to be any cheaper than others. Rose is the biggest supplier in Springfield, and they give breaks for quantity purchased. You may be able to get some cheaper from one of the places they supply in bulk, but you need to call around to actually find some.
Try Ozark Mountain Steel, and Rose, or even Wheelers, but be sure to find out what you're actually buying, and speak the language, (DOM, HREW) or you might be paying way too much. Also ask what the wall thickness is. Good luck