That's where I get my powder when I only need a pound or so. Walmart's powder is cheaper than any local gunstore or big box sporting goods store in my area...Big orders come from PV, though.Check out wallmart...
BUT, if you're buying only 5000 primers and one 8/lb jug of powder I doubt you will save any money buying online. You can usually add $40 - $45 to the cost buying online so unless you are saving at least that much from local prices it's not worth it.