Good points above. I sit smack in between 2 stores, each about 40 minutes away. One ships, one does not. The one that does not ship has unbelievable whole sack grain prices. The other is typically $10-$15/sack more. However, the one that is higher on bulk grain has a much larger inventory and a much better variety and freshness of yeast. SO:
I go to the one that doesn't ship and pick up 3-4 sacks of grain every couple of months and save myself $50-$60 (when there is not a group buy going on). When I'm there I also stock up on 2-3# of all the color malts and adjuncts I like to use. They like it a lot when I show up....
I call and place orders from the store that ships for color malt, yeast, specialty hops (I always have 8-10# of hops in my freezer from Hops Direct), muslin bags, whirfloc, as things are needed-etc. Saves me a ton of time and the shipping is basically the same as gas and tolls if I drive.
Bottom line is there is a lot of good advice here. I would start taking trips, seeing what is important to me and lining up where I want to buy what items. When I read Zymurgy or Brew magazine, I also like to have my laptop around so I can check out websites. For bulk stuff, as above, I like to shop around.
Hope all this helps and happy shopping!