To answer your question, I've never seen a lumber yard that offers "dimensional lumber" in maple, oak, etc. The best you're likely to find is wood of random widths that's planed to 7/8 inches for 4/4 stock (meaning 1 inch thick pieces of wood), and probably 14/8 or 15/8 inches for 8/4 stock (meaning 2 inch thick pieces of wood). And even that may well vary depending on the lumber yard you're looking at. And unless you're specifically ordering leg blanks online, you'll be getting the same thing. So yes, your only option for your walnut or maple legs is going to be buying a larger piece of 8/4 stock and cutting it down to width with a table saw or circular saw and guide. And that's definitely what you should do!
I was in your exact position about 2-3 years ago: I had done some projects with Home Depot wood, and I wanted to branch out and try something new. So I just typed "lumber yard" into google maps, found 3 or 4 likely places, and checked them out! I advise you to do the same. For one thing, the prices at lumber yards where I live are about half what they are at Home Depot, and I'll bet you will be in even better shape. It's a fantastic experience, you'll learn a lot, and soon you'll have your go-to spots, as well as the opportunity to check out all kinds of different woods. Just make sure to find a place that offers pre-planed, ready-to-use wood, since I doubt you have a planer (yet!).