I usually buy powder from the local stores around here. And let me tell you, they're more expensive than Midway for sure, but I usually just buy a pound or two at a time, so if you take in the hazmat fee, it's cheaper locally.
If you have the budget to spend a couple hundred dollars at a time on powder, ordering online from Powder Valley or Weidners or somewhere like that will save you quite a bit of money. Primers are the same way. I pay $35-$40/1k locally, but online you can save money, if you can buy in bulk.
Also, ABCs of Reloading is a great book, but it doesn't take the place of a load manual. They will have dozens of recipes with several different powders and bullet weights for each caliber.
Good luck and happy loading.