As others said, for high volume orders you'll get better pricing using online vendors and taking advantage of free ship or free hazmat programs.
For a pound or two of powder or a couple thousand primers, I prefer to order "Ship to store". Sportsmans's on 84th has stock on the shelf sometimes and they're worth the trip. Sportsman's also ships to store for free. BassPro will do online ship to store for free, but you can't cross-ship to our Cabelas - you have to drive down to BassPro to pick them up. Personally, I try to keep feeding Sportman's over Cabasspro any chance I get.