Now, now children.
Anyway, yes. Learn your regional vendors. Based on conquest status, even standard vendors will have different inventories. It always pays to check out what your options are before you start synthing. Guilds and the AH are generally a terrible ripoff, especially for cooking and low level crafting items from other guilds.
ffxi.somepage.com has a very good listing of where each item is available, for what prices, and under what circumstances. Whenever I start a new synth or get a new guild point item I always head over there to see where the ingredients of that item are available, or if the item can be purchased outright for cheaper than the cost of the ingredients in the case of GP items. Simple, but it seems a lot of people still don't do it, considering I can usually bazaar the items for exorbitant prices next to the guild, selling to characters that should have the wherewithal to pop over to the appropriate vendor and pick the items up themselves.
More to the point of this thread, here is a list of names, locations, and inventory listings and prices for all the regional vendors:
http://ffxi.somepage.com/regional-merchants.php
There's a very short list of ingredients for cooking that can't be acquired this way. Mostly fish, higher level meat, and mushrooms give me headaches. Of note: Chicken Bone (excavation only), Crawler Egg (very rare drop from 40+ crawlers), King Truffle (Extremely rare chocobo dig, only dropped by Killer Mushrooms, which take some skill and a character in the high 50s to farm), Acorn (common chocobo dig, but a pain to collect in reasonable numbers), and Puffball (another rare chocobo dig).