You can buy land / build houses in Dawnstar, Falkrath and Morthal.
At each house, there are sources for clay and stone, but where can you buy the sawn logs for each plot?
I know only the source for Falkrath, which is Riverwood.
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The wood needed in the Hearthfire DLC is distinct from the wood you can obtain from any chopping block. You are looking for Sawn Logs. These can be purchased from several log merchants in the game:
Some of these merchants will also allow you to chop lumber from free if you complete enough radiant quests to raise their disposition. Note that if you saw your own logs, the merchant must be nearby for you to actually receive the lumber.
It doesn't matter where you buy the materials, they will be available for all plots.
You can buy or make your own logs at mills, or buy them through your steward (as well as clay and stone).