I buy a lot of my ammo at my town's Super WallyWorld - unlike the gun shops in the Austin area, they have the Winchester White Box 9mm Value Pack. In fact, the only ammo I don't buy there is 7.62x39, because they don't carry it, and "carry" ammo for my 9mm.
Since I live in a small town, the three people who work in the sporting goods dept aren't particularly young or dumb. they actually know a fair amount about firearms, ammunition, etc.
Sample encounter from last week.
Me: "What kind of hollow-points do ya'll have in nine-millimeter?"
Dude: "Well, *gestures at ammo cage* we only carry Winchester hunnert'and fifteen grain JHPs"
Me: "Oh. No EFMJ one-twenty-four grain, then?"
Dude: "Nope."
Me: "What about something +P?"
Dude: "Nope. Unfortunately they won't let us carry anything +P"
Me: "Sucks."
Dude: "Yep."
I've bought two guns at Academy Sports. They recently started selling handguns as well as long, and their prices are excellent! customer service and selection is not so good, though (when I bought my Mossberg there, the guy running the gun counter didn't know how to do a NICS .