In discussing the stones of Stonehenge or Avebury you have to remember there are two broad categories:
The Sarsens are the big ones. They are made from rock-hard sandstone. The sandstone formed in depressions in the chalk which forms the downs of the Salisbury Plain, and surrounding areas. You can see them as far as apart as Stonehenge and Avebury. They naturally lay across the downs like lumpy sheep, hence the nickname "gray wethers". And they lay there because they're harder than chalk so don't erode with the bedrock. They're naturally pretty square so just need a bit of working (ie hundreds of hours pummelling with sarsen mallets) to smooth them off.
The Bluestones are the little ones. They are igneous rocks such as spotted dolerite and they originate from Presceli in Wales. Whether they were dragged by teams of Neolithic navvies all the way to Wiltshire, or whether they were dumped on the Wiltshire hills by glacial action - well, that's the question that archaeologists are still trying to work out. The Presceli hills already look like a natural quarry even without human intervention.