If you can afford to buy in bulk, many online stores (I prefer
www.premiumaquatics.com) will allow up to 10 items in one box. That way you spread the extra shipping charge out a bit.
The best thing to do would be to simply compare prices from the LFS to online as each LFS will have different prices. I typically order online, but that's because the LFS selection in my area is pretty slim. I suggest spectrum pellets, Rod's food (frozen), super shrimp (enriched frozen brine), mysis shrimp (frozen), and there are many others. There's just a few that I've used with success.
I will also add that many people choose to make their own food with items straight from the super market. You can buy fish, squid, octo, nori sheets, scallops, clams, oysters, some people use vegies such as brocoli, carrots, fish roe, etc. etc. etc. Blend, put in freezer bag and freeze. I'll see if I can find a link to a good homemade food.