Meh, I have a Cabelas card, which I'm getting rid of, and still don't care for buying from them. For shooting gear their selection is only ok. Sure, it's nice to get the $10,20,30 off in points, but half of the time it just brought prices down to Midway/Midsouth/Natchez/Grafs/Wideners levels, and paid for the shipping. About the only time they were worth it was for a few clearances and for items with minimum advertised pricing that cost the same everywhere (scopes for example).
For me, a big key in liking a vendor seems to be whether the vendor allows USPS shipping for small gun parts and small reloading tools. If they only have UPS shipping (NATCHEZ-talking to you!) you end up paying a relatively high price on anything under about 10# weight. IIRC, I just spent $17 to ship a 10oz scope with natchez via UPS, on a trip so short it only takes 2 days via UPS ground. Even considering insurance, that's quite high. If I'd personally shipped it USPS, it might have cost $10 or so tops. Fortunately, Natchez cost $25 less than everyone else's unshipped price, so it made sense to go with them. But it's still annoying.
I suppose the lesson they want us to learn is to buy huge amounts of stuff at once.