I bought some orchard/alfalfa mix from John Kapp, Rural Hall 336-969-6630. It is mostly orchard,very little alfalfa, but I think it was only $4.50/bale
Larry Harpe, Mocksville 336-492-7270 has fescue.
I also bought some nice oat hay, but I don't have the number handy.
Give Cana Land and Farm a call too, http://www.canalandfarm.com/. I got orchard grass and timothy squares from him last year and this year I went with fescue round bales. All hay has been nice quality and he delivers and sets it in the barn.
I have been picking up a few bales at a time from them, they come out of TTC, and it is lovely hay. We just got 3 round bales delivered last night from another place, not sure who exactly it was though.