Being an out of stater, don't know 'zactly where Chatham county is, but based on other recommendations you're getting...
The previously mentioned/linked Lawmen's is a good place to buy SD ammo. Pretty good selection and their prices on most SD ammo is 'bout as cheap as I've seen, 'specially 357 SIG. Last few trips down, they had Remington Golden Sabre Bonded 357 SIG for less than $18/box of 50! Most of his other SD ammo is Speer Gold Dot.
And of course, being a police supply house means iff'n you're interested in police gear etc...
Greensboro NC also has a
Streicher's. More police supply etc-I've seen pretty good prices on SD ammo online, but store prices on it were outrageous last time I was in. Some of his accessory prices aren't too bad.
You might also try
Mace Sports in Mebane NC? Being an out of stater, I never paid a lot of attention to gun prices, but they seemed to be a little on the high side, but maybe some decent sales? I have bought a lot of accessories there.
Iff'n you're at Mace, and like this kinda thing, I sometimes cruise the Petro Truck Stop across the highway. Not a bad place to eat, and being a super truck stop, it's kinda like browsing an old hardware store's aisles.
Young Guns in Apex NC-not to awfully impressed with accessory prices (I didn't look that closely at gun prices), but he did have good prices on targets-I cleaned him out of silhouettes on a few trips.