Unless Cheaperthandirt was less than 50% of everyone else I wouldn't buy from them. Remember a few years ago when there was an ammo shortage? Cheaperthandirt jacked up their prices dramatically. I don't want to deal with an outfit that likes to gouge because they might get away with it.
You should also check slickguns.com as users post links to websites with sales etc.
After doing some comparisons I find that in most cases Walmart works out to be a good deal. You pay tax but no shipping which can be expensive. The only problem with Walmart is that it is a hit or miss - they rarely have 9mm and .40S&W in stock as it gets sold almost as soon as they get it.
+1 on ammunitiontogo.com. You can buy some of your favorite LE only ammo in bulk too if you like. I got 500 rounds of 45 ACP Ranger SXT +P for WWB prices a while ago.