Another good thing about the local job is that you're around all of the time if something better comes up. It might be the middle of the week and you might run into a local LTL driver and find out his company is looking for a local driver ASAP. Then you could swing by and apply instead of being OTR and only home on weekends.
Working for a building supply company will probably give you some experience with the overhead boom and and thats something else you can add to your resume. Just be careful and know all of your surroundings!!! You'll be going to jobsites and new home developments and these can get tight sometimes. Just keep your eyes open.
I take it that the steel hauling company that you talked to is PI&I. If thats the case then I'd stay away from them. Thats pretty much the company that all the white trash around here work for. They make McDonalds workers look glorious.