I buy what I can from Wal-Mart but they don't have what I want sometimes, and the other Gun Shop is extremely over priced. Their cost is probably why they are still around! I have purchased firearms from them but rarely ammo due to cost.

Ammunition To Go and Wideners are good places to buy it online.
Lets not forget taxes either.. here in CA nearly 10%, online 0$. Depending on the order that could replace shipping.