We have successfully grown high quality single crystals of SrFe$_2$As$_2$ and A$_{0.6}$K$_{0.4}$Fe$_2$As$_2$(A=Sr, Ba) using flux method. The resistivity, specific heat and Hall coefficient have been measured. For parent compound SrFe$_2$As$_2$, an anisotropic resistivity with $rho_c$ / $rho_{ab}$ as large as 130 is obtained at low temperatures. A sharp drop in both in-plane and out-plane resistivity due to the SDW instability is observed below 200 K. The angular dependence of in-plane magnetoresistance shows 2-fold symmetry with field rotating within ab plane below SDW transition temperature. This is consistent with a stripe-type spin ordering in SDW state. In K doped A$_{0.6}$K$_{0.4}$Fe$_2$As$_2$(A=Sr. Ba), the SDW instability is suppressed and the superconductivity appears with T$_c$ above 35 K. The rather low anisotropy in upper critical field between H$parallel$ab and H$parallel$c indicates inter-plane coupling play an important role in hole doped Fe-based superconductors.