@mcneely As local as possible really, depends on the circumstances. Ecoregions don't really line up with state lines, so something regionally appropriate might come from a few states away, while a plant adapted to a different environment in the same state might not be as good.
I got my plants from Good Host Plants, which goes to great pains to get plants appropriate for Philly. They are located in my neighborhood, so plants that grow well for them should work for me. https://www.goodhostplants.com/