Here in AZ, meh.
Boolits for rifles are expensive there. More than midway, by a healthy dose. They only sell premium rifle bullets by the 50 or 100 pack. You want 500 or 1000 or more inexpensive bullets? Some Remington 165gr PSP .308 bullets? Some pulled milsurp 150gr FMJ's? Not at the SW near me, at least. For pistols, I get better deals from mastercast online even after shipping.
I do commend them on their powder prices for 1lb cans. I get AA2520 from them, but I've found a local resource just this last week that even beats their prices by a healthy margin, especially in 8lb cans.
Also: you can dicker on prices with smaller shops. Can't do that at big chains like SW.
I mostly go there for powder, the odd box of premium bullets I might want, and outdoors gear. I can't stand the granola nature of REI or the theme park attitude of Bass Pro or Cabelas. There used to be a store chain around here called Popular Outdoor Outfitters that I swore by, but they went out of business. Perhaps having an acronym of "POO" wasn't such a good business strategy. I dunno.