Unless it's something odd (e.g. 7.62X38) that can't be found at all locally or only at a premium, I only order case lots for delivery. If it's common (9X19, 45 ACP, .357) I'll watch WalMart as it's generally cheaper by the box there than by the case elsewhere. I also try to combine those uncommon calibers with orders for cases of other ammo.
An example might be a case of 5.56X45 and four boxes of 7.62X38 along with 10 boxes of 9X18. That way the shipping for the oddball stuff I don't shoot much doesn't add much to the cost of ammo I shoot a lot. The cheaper online cost of some of the weird stuff can often cover the shipping on the entire order. An example is the 7.62X38 which is for the Nagant revolver; it's $15 cheaper online than at local stores. Four boxes online translates into a $60 savings, which is more than the shipping for a large ammo order. Another would be 9X18 Makarov which is ~$5/box cheaper online; in that case 10 boxes saves enough to more than cover shipping.
Shop everywhere online as prices change daily and compare the prices of free shipping offers to actual shipping cost from others -- you never know what the actual best deal is until you total it up. It is work, but in this case the time spent comparing is money.
Keep an open mind. I visit Prescott, AZ several times a year and have found I can almost never have ammo delivered to my door cheaper than I can pick it up and pay sales tax at J&G. Shop carefully for YMMV.