I spent hours searching the web and also checked prices at the Kingman Home Depot and True Value.
To my amazement, Amazon seller Mat Midwest has by FAR the best deal:

NO tax and FREE super savings shipping.

Incredibly, my order way out in the boonies was delivered only a couple days after I ordered.
You have a choice of 1/4″ and 1/2″ mesh and the height varies from 2 to 4 ft.
I ordered a 100' roll of 2ft high 1/2″ mesh.
Obviously the height depends on what you want to accomplish and we currently just want to get lots of plants started and we COVER with hardware cloth so nothing can get in.
I used to get 4' ft high hardware cloth and CUT it, but that's a real pain — not only while cutting, but also when handling it later. That wire BITES!
1/4″ mesh keeps out more insects, such as grasshoppers and big bugs and also lizards that might be eating your crop. But that can cause problems with pollination.
I really hope we'll be able to afford hardware cloth around our entire new lower garden so that we don't have to fence individual plants anymore. And I don't know yet whether to use 1/4″ or 1/2″ for that.
If you only need a few feet, here are some local prices as of 7/2010:
True Value
100' roll of 4 ft 1/4″ mesh: 157.52 + tax or $1.75/ft + tax
2 ft 1/4″ mesh: $1/ft + tax and of course you get a discount if you buy a roll.
Home Depot
Poor selection, small rolls, no custom cuts and HIGH prices.
So I'd definitely check the local hardware stores if I needed to get some hardware cloth immediately and couldn't wait for the shipping.
While I looked for wholesale and bulk deals online, I didn't really find anything lower priced than Mat Midwest.
Please post any info on similar / better deals of if Mat Midwest raises the prices.