Try looking at the American Society for Metals at
http://www.asm-intl.org/

Some of the software is pricy but well done.

Try http://suppliersonline.com/ but you will have to subscribe $300/yr for propertise and other goodies attached to the site.

Try here: http://www.uksteel.org.uk/index.html they produce eiter a book or CD Rom containing the most popular British, European and american steels complete with physical and mechanical property.

see at www.matweb.com its free .

Pardal

Please try JMatpro at www.ues-software.com

Use About.com's Metals Industry Guide.  This type of information can be found there Free-of-Charge.  Also has a huge software list. http://metals.about.com

NiDi used to have a free-bee disk on stainless steels which was very comprehensive. Have long since had any contact with them - try a "Google" search. If this is your "Steep learning curve" approach to Materials Technology then proceed with caution - the data is not always relevant to your problem. There is a quantum difference between synthetic scenarios and real life !!! But it is still a valid learning technique.