Go Local
As Donaldjr noted, sometimes local shops have better prices than on line, and you get the benefit of advice, service and not paying the Hazmat shipping fees. I found a great shop not far from my new duty station: Heritage Gun and Coin in W. Warwick, RI, where they are cheaper than on line for both ammo and reloading supplies, and go the extra mile to make sure I got what I wanted, a pleasant surprise to this Midwestern boy who found that although I can pack heat in Iraq for my country I could NOT buy ammo or reloading supplies at Bass Pro in Massachusetts (I am stationed in RI). So I spent about $200 bucks on ammo and reloading supplies with these guys! Anyway, we ought to support shops like that because the more FFLs and reloading supply shops out there the better for all of us (especially in New England-might change a couple of minds!).
Oh, I would also recommend no matter what you get, reloads, cheap, inexpensive, or high dollar ammo, you pattern it to make sure it works well in your gun.