You can occasionally find a good deal on eBay, because sellers frequently have no idea of what they are selling, and what its fair market value is. That's why they'll advertise "reloading stuff", with no manufacturer or calibre noted. The downside is that buyers of reloading equipment also frequently have no notion of what stuff sells for, or where to buy it, and will bid up equipment over the price it would sell for at a gun show, or through a discount Internet retailer. I've found one or two good deals on things like bullet molds in odd sizes, or Lee Loaders that aren't available anymore in odd calibres, but it's very rare. Due to eBay's virulent anti-gun policies, I seldom buy anything gun related there, or anything else, for that matter.
I mostly buy local, if possible. Shipping charges tend to kill any savings over buying retail.