I have a gunbroker account. Can't go wrong there since they vet sales and of course transactions ship to either your local gun shop or private broker. I found a private broker near me so I just shop on gunbroker and then have everything sent him. He runs the proper backgrounds and then I complete the purchase. I like not having to step into a store to announce my purchases.
Other than that I just research what I want and hit up my local broker and he takes care of finding what I need at the best price. Always priced better than a store. Even the background and paperwork fees are better than what stores offer.
As far as ammo, I buy local. After a lot of searching I found that my guy here has all the good stuff, and most will price match.
It all depends on who's got the best price. A lot of gunners don't like CTD, but I was able to get my LWRC rifle from them for 500 less than anyone else was offering.
I suggest taking the model # of whatever you want and Google it for hits. You'd be surprised how some sites you'd never thought of carry gun stuff. I was able to get my ACOG for $900 from some electronics site in NY. Saved me a lot from what others wanted.
Hi cap mags I have to get in VA (legally) since I can't purchase them in MD nor have them shipped to MD. I don't keep up with their prices so I don't know how they compare to other shops. Whenever I need mags, they are the cheapest in the area.
Other items: Whatever site is cheaper.... to be honest through, I purchase a lot of gun stuff from Amazon. I want to say that a majority of my holsters came from there... even this cheap pos that I purchased for my glock that I now use as my main glock carry holster (huge surprise!!!).
If I'm in the market for a gun I check Guns America first to see what the
going price range is for the model I want. Then it's time to see if I can better that by hitting my local Gun Shops. That usually doesn't work too well, after figuring in the local taxes vs the shipping and FFL fee, the GA prices are hard to beat locally. Just remember to factor in the 3% uplift if you plan to use a credit or debit card with a GA seller, a lot of the stores do that.
Ammo, is easy, Cheaper Than Dirt, they have the best selection and if you have to order online they are pretty good. But from time to time Surplus Ammo will beat them for the really popular calibers. For range, action pistol, plinking I use the local reloaders. No sense paying shipping for stuff you are going to burn thru quickly. Also no sense buying premium unless it's for Defense or Hunting.
Accessories, Midway, CTD, The Silencer Store, Maxpedition, and just general Internet search for the brand name item.
I buy my ammo from sgammo.com, they have very reasonable shipping and their prices are great. Grabagun, gunbroker, armslist and local gun forums are usually my go to for firearms.
I'm a fan of Buds Guns. Great pricing and fast shipping. I generally buy local but the 3 guns I have bought from Buds were things I couldn't find locally. All of them were priced right as well.
black rifle or M1A: BCM (Bravo Company Manufacturing), LaRue tactical, Fulton Armory, LMT, Daniel Defense, etc. There's also some really good local companies I like: Ranier Arms, Aero Precision.
1911: Wilson Combat, 10-8
General: Springfield Armory
gunsmithing in general: Midway USA, Brownells
Ammo - I generally buy local to avoid shipping, but if I find something good on the search sites (eg ammoseek) I may order. I also like Freedom Munitions.