Buy a monster box and just about any of them will ship free.
APMEX does this sort of - through a "Secure Storage" option. http://www.apmex.com/citadel However, I think their premiums are high. perhaps they cut deals on monthly purchases. Dunno really.
I'm just a noob, so there's probably better options than what I've found.
You can also fund a PM backed IRA, there's lots out there, but I don't qualify so haven't dug deep. For physical silver, my best deals so far have been with Provident Metals.
Dealers that offer free shipping have higher premiums, most any that have lower premiums ship free over $5k but don't let you combine shipping on orders.
Now someone else will come in and correct everything I said...