I cannot vouch for areas outside my limited living area but in my area, local guns stores, including Bass Pro Shops and Gander Mountain before its demise are dismal in respect to reloading equipment and supplies. (Closest Cabela's is more than an hour away in north Geargia but we did stop at Cabella's in Mitchell, SD on our way to our prairie dog hunt a few weeks ago--what a waste of time except we needed to get our hunting permits and have lunch in the area).
I don't even bother seeing what is available in the local stores for powder and primers. They just do not have anything I need. It is not worth making the effort go look.
While the hazmat charge is a consideration, with judicial shopping, the cost of mail ordering primers is more than competitive with buying from local suppliers. The only own side, one needs to buy in 5000 count quantities (case quantities). If that is too many primers at one time, find a buddy to share the order with.
Powder can be a bit different if you are looking to try out some powders that you normally do not use. In my area, there are a couple of vendors that routinely attend the local gun shows that have a good supply of powders. I buy one pound quantities from them. Once I decide I like a powder, then I buy larger quantities on line.
In situations where I still need only one pound quantities, I buy them from these gun show vendors.
Besides, it gives me an excuse to attend the gun show and spend a morning seeing what folks are hawking.