I just ordered a bunch of rivets from Bolt Depot. I had previously used closed-end rivets from RivetsInStock.com but I think the only ones they have are aluminum and stainless steel. I used the aluminum 1/4" ones to patch holes in the floor of my bus before I knew what galvanic corrosion was, haha.
Here is the prices on their rivets, steel mandrel / rivet. Pretty good if you ask me:
And the Harbor Freight 1/4" rivet gun works real well. I know wmkbailey used one to put 1,000+ rivets in his bus to skin over the windows and for the roof raise. I know some are opposed to their tools because they are usually unforgivably crappy but that rivet gun seems to be one of those gifts that keeps on giving.
I'm with family wagon on drill size though. A 1/4" bit is a little too small for a 1/4" rivet usually but instead of going a drill bit size up, I usually just ream the hole out a little with the drill and it works fine. If you're in a spot where that s tough or if you are using a drill press I would use a bit that is 1/32" up (9/32 for a 1/4" rivet etc).