It has been my experience that Gun Shows have had the best deals on ammo with the exception of .22 LR. They just dont seem to want to deal on the .22 LR and it is about 10¢/rnd at best.
All other ammo (at least for us) has been found to be good prices at 250 rnds or more and there is no shipping as there is with online stores.
Salem Gun Show July 2013
500 rnds .40 $209.00.
Roanoke Gun Show August 2013
500 rnds 9MM $139.00.
I did order 100 .308 Win $56.00 from Sportsman's Warehouse. Shipping was $11.00. Still a good price per round after adding shipping.
.22 LR is still a problem. Sales lady at Walmart/Salem, Va indicates when she opens at 7:00am there is already a line waiting to buy ammo and it all sells before they reach the end of the line so some go home with nothing.
Since our shooting is for fun and plinking the low budget ammo is just fine for us.