All the typical hardware stores I've been in had metal selections that topped out at 3/4" diameter. And they are only mild steel, which will work--but is not ideal.
Look for "metals suppliers" in your local phone directory, and tell them you want a few feet of 7/8" OD x .080" wall 4130 steel round tubing. Every big city has one of these places. If you're lucky they'll have drops (scrap, end cuts) that they'll sell cheaper than usual, but you may need to go dig around in the scrap bins yourself (which isn't the worst thing either).
If you live far civilization, then you can mail-order a piece of that same tubing from somewhere online. McMaster-Carr has 6 feet of it for $30 + shipping, but that will probably cost at least $50 delivered and that's about 3X total what a local place would probably charge you.
I wouldn't suggest using any kind of aluminum, electrical conduit or black pipe,,,, though I'm sure people have.