Those aren't mills. They are stores. Sort of like H/D, Lowes, etc. They buy their wood from suppliers. As a side note to your suggestion, I do have Cherokee Wood Products within an hour's drive of me. And that's at our high traffic situation. I was just out there last week and bout some BB plywood. As usual, I came away with more than I paid for. They always give me a box of two of pieces that they can't sell. This time, I got a box loaded with purple heart. Great folks out there. I strongly recommend any of you folks West of the Mississippi give them a try. They really do try hard to keep the shipping costs down and their prices for scroll saw wood are very good. Talk to Chris.
After checking out the link you included for Jones Lumber, I have to apologize. I have never heard of them but after looking up their website, they appear to be a mill in the true sense of the word. I'll have to make a trip over there as they are closer to me than even Cherokee. Thanks and again, my apologies. Another great place is Austin Hardwood center but again, they don't mill onsite.
Here is another place near me that I had forgotten all about. They are also great to deal with. The owner has a quasi WWII/Vietnam war museum onsite and loves to show it off. Been there one time.
http://www.aitwood.com/default.asp