Ores are always the best deal. By ordering with highest priority (find and pick the ore types in the item group "stone"), you can ensure four lumps of a given ore with the next dwarven caravan, for 16 bars of metal.
From experience, the most reliable source of meltable iron are anvils: they're always brought with base quality and have an item value of 10☼, so cost 100☼ for iron, 300☼ for steel and give a full bar upon melting. Musical instruments give one bar (or 0,9 bars?) each as well, also at 10☼ item value, but can have quality, making the pricing a bit less convenient. Instruments come in copper and bronze, too.
If you can import tin, you can use that for bronze-making. If your home civ has access to cassiterite, about 1/4 of all cages they bring will be made of tin. A cage costs 10☼ base (20 for tin cages) and melts down to a full bar. Only cages containing animals are guaranteed quality-less, so that tends to increase the price you actually pay but gives extra "goods" in form of the animals. You could increase the number of cages imported by ordering the cheaper "pets", e.g. cats, dogs and fowl.
When i'm lacking ores, i concentrate on buying anvils and instruments.
Most weapons and armours have considerably higher prices per bar yielded in melting. Especially trap components are extremely pricey (which makes them such a great export good).
Re: below - i concur, if ore is an option at all, concentrate on those. Supplementing bought ores with additional meltable goods is a luxury move.
But in particularly mineral-poor worlds, you can end up with a dwarven civ that has no military ores and especially no iron ones. In that case, ordering steel at max priority only gives four bars (and ordering pig iron is pointless if you have no normal iron to combine it with) at 250-300☼ each per year. Buying all the (steel) anvils and steel/bronze/bismuth bronze instruments the caravan brings is then the most reasonable way to get your hands on _some_ usable metal.