Welcome to HBT and, by the sounds of it, the world of all-grain.
Once you have an understanding of how all-grain works, there are a lot of on-line suppliers to choose from that'll have almost everything that you need - many with really reasonable shipping costs. You can buy pre-packaged and ground all-grain recipes with hops and yeast too. They also sell many different kinds of base and specialty malts separately.
I have purchased from William's Brewing and Northern Brewer. Both have great selections and quick delivery. Mind you, patronizing local homebrew stores is a great way to support the hobby and local businesses, as well as get first hand advice.
welcome! AG is tons of fun! Not to mention i feel like my AG beers (save the 1st) are consistently better than my Extract beers were; mainly because i'm able to control more of what my final product is, i think.
Brewmasterswarehouse is the place to go! That's where i get all my speciality grains and other needs (I buy base malts and hops in bulk since is so much cheaper)
i have a lhbs that allows me to buy into their bulk buys, so i do that. if you have a local store, ask them if you can buy in. i pay their prices, so i buy base malts for 70 cents to a dollar a pound in 50-55 lb bags
i see your from texas,, im from CT and the cheapest prices i have found were from austin homebrew supply way down there in texas... and that was including shipping.. happy brewing.
I too have a LHBS that will sell me sacks of grain for near-cost. Maris Otter and Munich around a buck a pound and domestic malts much cheaper than that. Hops I buy by the pound and there are several good online supply houses for that. wholesalehops, freshops, hopsdirect, etc.