We have a local bakery that distributes in the area, I buy their sub rolls. However, most grocery stores have their own bakeries. My wife picks up french and italian breads from them, I can't complain about them, even Walmart's in house fresh breads are pretty good. Look for sub rolls, I find they have the right amount of crust, chewiness and bread texture to hold up to the cheese and grease once they've been lightly toasted. Usually, when you look at a sub roll, there will be a side that's been separated from a twin. Slice into this side, the other side will look uniform to the top, you need this extra crust to make a hinge to hold the cheesesteak together.