A local discount chain store runs frequent sales on bullets and it is the cheapest source for me as there are no shipping and handling charges to pay.
Lil Abner, If you have a Bi-Mart in Eugene/Springfield, they will have pretty good prices on powder and primers. If you get to know the manager of the sporting good counter, you may get some better deals. They can do special orders, but may not want to do the paperwork if they don't know you well. I used to get items in the KFalls store. No extra shipping or handling as orders come thru their central warehouse.
You can also hit the Rose City gun collectors show in Portland to look for good deals. Check Outdoor Marksman in Salem. Theres a little gun shop way east on Main st in Springfield that has good prices on powder and bullets (I picked up some .22 ammo there last time thru), theres a good blackpowder specialty store in Springfield with good deals. Little gun shop north of Valley River Mall also. Can't remember the street, but it runs north and south for a long way and if you stay on it, you come out up by Coburg or maybe even further.
Some of the Wal-Mart stores also have good prices. Keep an eye on their seasonal red-tag items.
E-Bay, Auctions Arms, Gun Broker, MidwayUSA, Mid-South Shooters Supply, Graf and Sons, Natchez Shooters Supply, Cabelas, etc all have internet specials and deals.
I have hunting buddies and guys I shoot competition with. We get together and put in a big order to save on shipping and haz-mat fees.
Last fall we got a shipment of 64lbs of powder and 40,000 primers for 3 of us. We knew we were ready for a big order and waited for a sale catalog from one of the big sellers. When one of us got the right deal, he let the rest of us know and we ordered.
Check out the local gun club. The shotgun shooters will be ordering powder by the 8lb jug and primers by the sleeve of 5000 along with their cases of trap/skeet loads. They rarely have a problem adding in a powder of a different type or pistol/rifle primers. They usually have a local distributor who will drive down with a truck and deliver. Usually with no added fees.
When I was shooting shotgun in southern OR, we had a store from northern CA that would come up thru the different clubs in southern OR every two weeks. Give them a call, name what you wanted, and they would put it on the truck for you. Have a money order waiting at the drop off point and you were in.
Small mom and pop gun shops love to add a few pounds of powder to their orders. Saves them money also. Check with them.
If you are buying one or two pounds of powder a year, don't bother trying to save. Run down to a store that has what you want and pay the cost. If you want bullets by the 1000, powder in 8lb jugs and/or 3-4 pound of different powders at a time, primers by the 1000 box, you can save money ordering with several friends thru the internet or by mail.
Good luck,
Steve