Most of the custom home builders who have to buy raw materials needed for construction prefer shopping from big well-known stores such as Home Depot for obvious reasons. These stores would have all the necessary needed by the builders in the same outlet. Once a builder has chosen a shop to buy from, he can buy everything he wants from the same shop without going elsewhere. It is extremely convenient.
However, there are builders who buy wholesale from suppliers who specialize in construction materials. Price is a big factor which influences who they buy from. In many cases, pressure from the client would determine where they buy from. Some homeowners insist builders that they buy from Home Depot or a similar shop mainly because of their bias towards such a shop.
Builders who avoid buying from big stores often say that the materials available on those stores are low in quality and are not good enough for construction purpose. I am not sure how much truth there is to this. But, there are many builders who have tie-ups with distributors or suppliers and always stick to them until and unless insisted by the homeowner to shop elsewhere.