If you want to eat anything other than agaricus it's hard to buy them fresh because most mushrooms don't ship and handle well. You can get them from farmer's markets in medium and largeish cities but if you don't have those your options are sad broken and dried out grocery store stock, if that. Consider also that for things like stroganoff, wellington, or other duxelle-ish dishes it takes quite a lot of mushroom to make the end product, since mushrooms are mostly water and will be 'sweated' of that water.
