I do this for bulk grains my LHBS doesn’t carry in bulk. My kids compete in a marching band competition in Apple Valley (suburb of Minneapolis) every fall. I call Northern Brewer ahead of time and pick up a couple hundred pounds of MO as long as I’m in town. The money I save on shipping alone pays for the trip (at least I’ve convinced my wife of that).
Paul
Good points above. I sit smack in between 2 stores, each about 40 minutes away. One ships, one does not. The one that does not ship has unbelievable whole sack grain prices. The other is typically $10-$15/sack more. However, the one that is higher on bulk grain has a much larger inventory and a much better variety and freshness of yeast. SO:
I go to the one that doesn’t ship and pick up 3-4 sacks of grain every couple of months and save myself $50-$60 (when there is not a group buy going on). When I’m there I also stock up on 2-3# of all the color malts and adjuncts I like to use. They like it a lot when I show up… 
I call and place orders from the store that ships for color malt, yeast, specialty hops (I always have 8-10# of hops in my freezer from Hops Direct), muslin bags, whirfloc, as things are needed-etc. Saves me a ton of time and the shipping is basically the same as gas and tolls if I drive.
Bottom line is there is a lot of good advice here. I would start taking trips, seeing what is important to me and lining up where I want to buy what items. When I read Zymurgy or Brew magazine, I also like to have my laptop around so I can check out websites. For bulk stuff, as above, I like to shop around.
Hope all this helps and happy shopping!
Dave
I have to say I haven’t had a bad experience with any of the on-line shops I’ve used.
These include:
William’s Brewing
Northern Brewer
More Beer
Midwest Supplies
I try to do local as much as possible, but it’s not always possible.
Maybe I’m lucky, but I’ve also found the customer service to be outstanding at William’s and NB. I haven’t ordered from the other two as much. Customer service at my locals has been great, too.
I will second (or third) the advice to comparison shop on-line. I typically have at least two sites up with the same order to see which is cheapest. Depending on what I’m getting, it varies. Bulk DME always comes from NB as they’re closer and the shipping is cheapest.
Normally I prefer to use Austin Homebrew or Northern Brewer. I recently moved to Korea, and have used Midwest and MoreBeer. MoreBeer’s shipping rates to APO addresses are far, far cheaper than Midwest, so that’s who I’ll be using for the next 18 months.
Online I use No. Brewer, Midwest and Morebeer, in that order.
Some like Adventures in Homebrewing for online orders, only used them online for cyber sales, as they are my LHBS.
If yo have interest in organic ingredients,
7 bridges out of santa cruz is great, really the only place on line with a large selection of organic ingredients, although I think rebel brewer has some and maybe even morebeer and northern brewer at this point.
No one has said any thing about Brew Brothers .Biz I have used most all of the major suppliers and BrewBrothers beats them all hands down in price and especially in service. 2nd day Fedex shipping is quite reasonable for yeast or if you are in a hurry
checked it out, they also offer organic ingredients it looks like. I will check them out for my next order. at least price it out.
Thanks for the hint!
I don’t consider them an online supplier since my inlaws live 15 minutes away 
I mostly use Northern Brewer for online ordering, though I shop around for equipment. My wife was in Minneapolis last year for a work meeting and walked to NB from her hotel just to say she’d been there.
I tend to order from:
Midwest Supplies
Northern Brewer
I compare everything I order and go with the best deal and who has what I need. Midwest usually is where I order from. They also ship fedEx which delivers usually a day earlier than UPS and also on Saturday. This has saved me since I’m a last minute person. Plus this is a video of how every package from UPS is delivered to our door.