I agree with the Ritebrew suggestion, depending on what you're ordering. Their regular prices are a lot lower than other vendors for certain items, although they don't offer free shipping.
If I add a pound of hops to my cart, it's $8.99 shipping. If I add 3 pounds, it's still $8.99. 5 pounds is a little over $10. So depending on how much I'm looking to buy, it can be much cheaper than other sites.
For bulk grains, I've found it tough to get decent prices because shipping is prohibitive. Most sites don't give free shipping on bulk grains. An exception is Northern Brewer. Their 2-row is $54 with free shipping, and they often have 20% off sales, which would make it $43.20. Many people don't want to order from Northern out of principle though.
Atlantic Brew Supply is good, although I'm in NC so I have to pay tax. I stopped in there a few months ago when I was in town, and it was a nice shop. I ordered a couple kits and they put them together on the spot, with all fresh ingredients, whereas my local shop just has pre-packaged kits that might have been there for months (if not longer). ABS is just a little too far for me to drive though - over 2 hours away - otherwise I'd go there for bulk grains.