Never been to Louisiana, so I don't know any name-brand brick-and-mortar places you can go.
You might want to do a search online for model train stores in your area for building supplies. A lot of those places will sell balsa wood, foamcore, etc. for buildings. Similarly, arts and crafts stores will sometimes have quartz crystals and similar in their "toys section" for use in microscopes, as well as wood of various types for dollhouses and birdhouses. Even a museum's gift store, particularly those catering to natural history or space, usually has cheap gems. They may also sell freeze dried astronaut's ice cream, which, despite being called "astronaut's ice cream," was never actually sent into space on any shuttle or moon landing missions, but now I'm just going off on a tangent.
For paints online, you can go to reapermini.com/paints (Reaper), games-workshop.com (Citadel), store.privateerpress.com (Privateer). Citadel and Privateer have similar supplies (brushes, needle files, clippers, "green stuff" / epoxy modelling putty, if you can find a store in your area that carries miniature games in general, you can bet they have supplies too.
I'd be remiss if I didn't also mention that steampunk often involves pipes, boilers, and other iron-and-steel bits. DIY stores like Lowes and Home Depot have tons of PVC pipes and fittings for less than $0.50 cents a piece, metal ones for more, but if you use PVC, go over it a couple of times with some fine sandpaper... just enough so that it isn't shiny... before painting it. Water-based paint, like the kind I mentionyou can get at the places above, has a hard time sticking to the PVC, and getting off that top coat will help. Failing that, spray it down twice with a black undercoat.