Buying from the DIY sheds needent be a problem but you do need to know exactly what you are looking for, as Dave says most of it is inferior (what we in the trade call cr#p) but sometimes the sawmills who supply the sheds make up the delivery orders by adding some decent stuff.
I did find an 8×4 sheet of aircraft grade plywood mixed up with a pile of 1/4 ply and bought it for a tenner.