I've placed quite a few Midway orders.
Pros:
Reasonable prices
Sale prices are a little better, sometimes a lot better
The customer reviews are a great online shopping resource, and much better than marketing sales hype
Fairly easy to shop online, find what I want and make an order
Their online Wish List allows me to keep a list of low priority items and scan it to see what's on sale
Cons:
Shipping cost is a bit more than it should be ($10+)
Sometimes receive obvious returned items that weren't checked, just restocked
They always try to send a catalog I don't need with every order
I HATE THE DAMN STYROFOAM PACKING MATERIAL
I do not buy powder or primers from Midway because the added hazmat and shipping costs are just too high. I usually buy powder locally for $16-$20 per pound, or $85-$125 per eight pound jug. Supporting local gun shops is good, unless they are seriously ripping you off. I may start buyng powder from
http://www.powdervalleyinc.com if local supply becomes problematic, but so far the cost difference + sales tax is about the same as hazmat + shipping in the quantities I buy.
I found a new supplier for reloading supplies. I placed an order for $211.05 worth of stuff, and it was a good deal on good stuff, and the service was top notch.
http://www.hi-techammo.com
They specialize in disassembled military ammo components. I bought 3000 pulled .223 M193 bullets from them for 3.1 cents each. Shooting .223 just got cheaper than 9mm! They also have brass, and a few oddball powders at very good to great prices. My order included 6000 CCI primers, and the prices were very good. When comparing prices, go all the way through their checkout process to see the total including shipping and I think you'll be pleasantly surprised if you're buying primers and not powder. Buy a full case of powder (four jugs, mix & match), and they pay the hazmat fees, which is great if you're going in with friends and each want a jug or two.