I've used all of the methods except group buy and >10k.
One of my LGSs stocks CCI and Winchester primers at $3 for a sleeve of 100. If I have 300 LR Magnum on hand, I have a 3-yr supply at least. It's double that for LR, but that's still squarely in the "buy locally" world for me.
For small rifle and small pistol, I price check at shows, but lately prices there don't justify bulk buying. Paying hazmat and shipping still makes more sense, so that's what I do, usually combining a primer order with a powder order to water down the fees.
SP Magnum, LP and LP magnum are in a grey area. If I'm ordering on line, I check my supply, and for any of these that are under 500 or so I usually throw in a thousand.