A lot of people like to complain about the gun shows in Dallas, but I think we have it great. If you go to either the market hall show, or the FW show, you'll find some of the best prices available to you. Walmart, Academy, or Cabelas might beat some of the low end prices, but if you aren't looking for the bottom of the line mossberg or Ruger 10/22, then you'll do well.
Also, you need to shop the ammo, but one of the ammo places sells ammo by the case for better than you can find it online.
Can't speak to the powder issue, but it sounds like you may be out of luck, unfortunately.
I'll be there on Saturday morning. I have a couple pistols to sell and I have a bit of a shopping list.