Winged Horse: These stores you mention. They are mostly just cabinet or furniture stores, right?
Yeah, the pine 4x4s are probably way too big. Could always carve them quite a bit and turn them into candle holders. And if you're just planning to paint them, then pine would probably be fine and economical.
Honestly, Rockler (
http://www.rockler.com/) probably is more of a cabinet/furniture store. Woodcraft (
http://www.woodcraft.com/) is more of a wood-arts store, I guess you could say. Rockler has lots of hinges, pull knobs, cabinet fittings, with some smaller wood turning supplies. Woodcraft on the other hand has more wood carving, turning, inlays, and that sort of thing. Strangely enough, they also take PayPal. Don't see that on a lot of retail store websites.
Now, the pepper mill blanks are probably what you'd want to search for, such as
this Jobillo blank. For grins, I put it in my shopping cart to get the shipping on it too. So $28.25 plus $7.50 shipping. It's pricey, and you wouldn't be able to see what block of wood you're getting. It's also 12" long, so you're still looking at having to invest in a hand saw but could get four slightly less that 3" plinths from it. A simple miter kit would get you a miter box and a hand saw. A miter box is like a clamp that holds the wood while you saw it at various angles. Not meant for large pieces, you see. Might as well start that tool collection at some point.
A local woodworking company
might be able to get you some good wood pieces, but only if they're a very custom shop where they're building their own. I wouldn't be surprised if a lot of the shops just order pieces from a larger factory. Besides that, nothing they buy will be 3" thick, nor will it be anything other than oak, pine, maple, cherry, and probably a couple of other domestic woods.
So I think your best bet is Woodcraft (I like their stores better, so might be biased) for something exotic, and if you have a retail store nearby so you can see exactly what you're getting. Ebay, like Humanitarian said, would be a good source too, especially since the picture should be of what you're getting. I'm eying some "alligator wood" really hard now. And should you want to search, I'd use the term "pepper mill blank". I think those will be close to the sizes you're wanting.