Tony's Screws kits and the SMF kits use essentially the same stuff, as far as I know Tony sources much of his hardware from McMaster, as do we.
The socket-head cap screws are 12.9, the button-head and flat-head screws are 10.9, all black oxide. Do NOT get stainless, as Larsen said they're soft and will bend and the heads will strip out.
You can go to McMaster and get the same stuff we get, that's no secret. That said, our Savage kit includes, for example, five of the M3x12mm socket-head cap screws, IIRC. Do you really want to buy a box of 100 from McMaster if you only need five? Or a box of 25 M3x50mm cap screws when you only need four? I believe the largest quantity of any particular screw in our kit is 31 of the M4x10mm button-head screw, which includes some extras technically not needed to build the truck. Even in that case if you bought a box you'd have about 75 extras.
Again, if you want to buy the hardware yourself and make up the kits, that's great. It's not that difficult, and I will say it's awesome to have a virtually endless supply of hardware on hand at any given time! However, a box of 100 screws is going to cost you somwhere between $6 and $12, typically. Multiply that by the 20 or so different screw sizes on a truck and you can see how expensive it can be. Just something to keep in mind.
As for getting stuff from the hardware store....I'm all for hardware stores, believe me. If you need a screw or two now and then, they're indispensable. However most don't carry the tough steel alloy you should use on RC vehicles and if they do you're typically paying by the screw, and they aren't cheap!