mrmeval has a great list of online vendors but one thing that needs to be considered is how far away is the vendor shipping point. Ammo is typically shipped by UPS or FedEx and the freight charges can make a big difference in the final cost.
Both UPS and FedEx use zones for calculation shipping charges so you may find a cheaper unit price at one place but the shipping can make the price higher than some other place that shows a higher cost but less freight.
Also, some of these vendors will not ship to certain states due to laws in that state.
For target ammo, I buy Miwall ammo from
www.outdoormarksman.com They have reloaded 9mm 115gr bulk pack at great prices in 500 or 1000 round ammo cans.
For personal defense ammo, that can be a tough choice. As mentioned you should try different brands to see what works best in your pistol. Reliability as well as accuracy has to be considered. Some pistols will "like" one type of round over another so it's very important to see what works best. It can get expensive to test ammo but if you spent say $500 on a pistol, what's another couple hunderd to insure your safetry and that of your family?
Personally, I use Remington Golden Saber 124gr +P in my Ruger P98 for home defense. I shot about 350 rounds through it with zero failures of any kind. I had tried Federal HydraShoks and firing the same number of rounds, I had a total of about 5% failures of some type with that stuff.