Quality varies widely, it's not limited by vendor. In general, you are safe going with name-brands, but not always. Most of the larger catalog houses (KBC, Enco, MSC) list the country of origin on at least some of their goods, which I appreciate. Once you buy from them., they tend to send you catalogs every so often with specials, which is good for grabbing things you use often, and want to keep in stock. If you're just starting out and plan on using HSS (not a bad choice), I would recommend getting about a half dozen HSS blanks in the appropriate size for your lathe (I'm guessing 3/8", but not familiar enough with the SB to say for sure). Also make sure you have a bench grinder to sharpen them. If you still have the stock wheels on (unless they came with name brand wheels), remove those, and throw them in the trash, then get yourself a nice white or pink aluminum oxide wheel made for sharpening tool steel, and some means of dressing the wheel. Norton wheels are made in USA IIRC. I have Camel wheels (CGW), and have been pleased with them. I think they are Israeli.
If you go with us made HSS, you are only likely to find the "high end" HSS, like T15 or M42; both work great, but take forever to grind. I also recommend a dust mask, the grinding dust from cobalt is not great for your lungs. Be warned, this stuff takes a while to grind (longer than your standard M2).
For anything on that machine other than cutters/tool holders/morse taper tooling, I think you're going to need to look on E-bay, though they are popular enough that there may be people selling aftermarket parts, somebody with more knowledge of the SB with undoubtedly chime in.