Martin's at Arnold in Nottinghamshire do showjumps and poles - not sure if thats too far for you though. Have no idea of prices but understand that they are reasonable
F. MARTIN LTD
Dorket Head Farm, Calverton Rd, Arnold, Nottingham, Nottinghamshire NG5 8PU
Tel: 0115 926 8703
If you want to do this on the cheap (heaven forbid!) call round timber yards and get them to quote for 100mm x 3 metre machine round timber (or 3.6 metre lengths)
Get pressure treated timber if you are going to leave them outside.
For paint I would suggest that you go to a proper decorators merchant and enquire about exterior high opacity timber stains (sikkens and the like) or ranch paint. These cost 3x trade gloss but go on as one coat on bare timber, and can be re-painted in the same way (alternative is primer, undercoat, gloss coat & regular flaking)