In the UK at least, you can buy electricity from different suppliers though it all comes through the national grid and there is no difference between the electrons of course. The supplier you buy from is responsible for generating enough capacity to offset the needs of their customers (I presume there is some kind of acceptable fudge factor to take up the slack on occasion)
This is true in the US sometimes, but it varies wildly by state (and sometimes even city).
In places where you do have the option there are companies that very aggressively market w/ door-to-door salespeople to attempt to get consumers to lock in a static rate over X sum of years. Which, as far as I can tell... generally confuses/scares consumers so they don't even consider switching suppliers at all.