If you want good deals on ammo, the cheapest I've been able to find is walmart of all places! Because it's so cheap it goes fast so catching your ammo in stock is sometimes difficult, but whenever you are in wally world picking up some milk or whatever check the sporting goods ammo case.
You can get 250 rounds of .40 for about $67 (plus tax) if you buy the case, but it's actually cheaper to buy them in separate 50 round boxes for $12 each... kinda strange. I had one of the cashiers ring up 5 boxes versus one case (I'm always looking for the best deal) and the 5 boxes were cheaper (same amount of ammo) however I do believe they have a 4 box limit per customer so bring a friend or chat the sporting goods guy up. I get away with purchasing more than 5 boxes every so often.
I think the ammo is called "Blazur Brass"