I am lucky to have everything I need available locally from a few different brick and mortars. One small shop nearby is an absolute blessing. They carry everything under the sun when it comes to reloading.... during times of "normal" demand at least. Then there is Cabelas and some other big box type stores that I visit less frequently. I do check things out at FleetFarm quite a bit since they started carrying reloading supplies, but it is rare that I find anything that I need/want.
However, I do, on occasion, make an online purchase. Bullets are the only thing I I have ever ordered. And mainly just because I didnt feel like driving around at the time. Midway, Missouri, and an outfit called Precision Bullets are the few that I have had dealings with. And I think maybe I bought a set of dies on Amazon once.