My recommendation is always to do a quick internet (Google) search for "exotic lumber near (insert your location)." Beware, however, this can yield unexpected results and may end with an awkward explanation of your internet browsing history to your significant other. Even though you may be looking for a lumber species native to your specific geographic area, many lumberyards that cater to woodworkers throw 'exotic' in their name or company description to separate themselves from your local construction grade lumber retailer. Another keyword to use in your search is 'hardwood' which is another method of distinguishing a lumber yard that might carry bubinga from a run of the mill big box lumber yard. If you are lucky enough to be located near a mill, you may be able to find what you are looking for among their racks.
Another internet resource that has worked well for me has been woodfinder.com. They have a great searchable index of lumber yards, many of which cater to woodworkers. If you find a lumber retailer near you, be sure to call ahead as some of the references on woodfinder are a little outdated. That being said, it never hurts to call ahead anyway. Due to the specific nature of specialty lumber retailers, and in an effort to minimize overhead, they often keep odd hours and sometimes aren't open every day. Woodcraft retail stores are another source of specialty lumber, though their selections are often limited by retail space (more space for TOOLS!), and their prices can run a tad on the high side when compared to exotic lumber retailers.
Once you find a good lumber retailer near you make it a point to talk with the staff. Many of these retailers offer additional services which may come in handy such as milling and re-cutting. They often have equipment to surface or cut large pieces of lumber which may not be available to you otherwise. Additionally, if you are looking for something specific many exotic wood dealers have the means to order you what you are looking for, or can recommend another retailer or a mill close by. In short, play nice!