Gander Mountain Geneva has a fair selection of pistol powder and sometimes has primers. If you have one of those light-striking Smith 625s and just have to have Federal primers, that's where I wound up. I just got rid of the 625 and buy Winchesters at GAT. GAT's cheaper, too.
If you're up north, Schrank's in Waukegan is coming back to life, in terms of stocking reloading supplies. They even have a full selection of VhitaVuori powders, if that's your preference. (My .38s love the 320.)
For bullets, I usually get my .45s from Cabelas.com- Rainier 230s for about 7.5cents these days. My .38s and 9s are Berry's, which I just get straight from Berry's, as they no longer charge for shipping. berrysmfg.com
The 158gr RNs are going about seven cents now, and the 9mm 147s are a little less.
Cabelas is about to open a giant store in Hoffman Estates in the Sears Center or whatever that place is called. That may be a good option, but their store in Prairie du Chein, Wisconsin, which we get to every so often, is no great shakes for reloading supplies.
Reloading's been on a downswing for a long time, I guess, so not too many stores care to tie up space on supplies. But, that's why I try to buy as much as I can locally, so that they are more likely to stock up.
Bill