In contrast to my treatment at some other scrap metal yards I've always been treated respectfully at MJS Metals. I'm an amateur blacksmith and in constant need of more steel. As a consequence I've visited multiple times. I've always been welcomed back as I think I practice good scrap metal yard etiquette: I wear long pants, sturdy leather gloves, and boots. I stay well away from any activities like truck loading or unloading, and wait for a lull in operations to have any purchases weighed. I don't go near any precarious piles and never attempt to climb them for something I'd like.
If you see something heavy you would like to buy they will load it for you with their equipment, just don't expect them to stop loading or unloading a truck, wait your turn.
Even though I work at a hardware store and can order in a good variety of steel at a very good discount, the price is still multiple times less at MJS. But remember steel is a commodity; it's price will fluctuate with the market. The price you pay today will vary with the market price for metals. Yes they sell it for more than they buy if for, it's a business. Just one of their pieces of equipment is worth more than my house and land, they need to make a profit; it's not a giant yard sale.
Walk in sales are a small fraction of their business and I'm grateful for the privilege of being able to walk the yard, which is not allowed in many places. So if you go: dress appropriately, stay out of the way, wait your turn. Don't ask them to "save" something. It's a busy place. If you don't buy it today someone else will, or or will be put on a outgoing load.
Also, realize that some of what comes into the yard is reserved for maintenance of their equipment, of just because it's cool and one of the employees wants it. So, ask where you can and can't go. Have fun, save some money, and don't do anything stupid that will get us all locked out.