What I did, when I bought my first snakes at a show, was to ask what they were eating / how often, then I went to one of the dealers there and bought that size and the next size up (small quantities). Sometimes sellers at a show jack up their prices though...

Then, I ordered a larger order online. I highly suggest big cheese. They frequently have a flat rate shipping sale ($29) which helps a lot. if packaged in freezer bags or kept in the sealed vacuum packed bags they come in, rodents should last at least 6 months in a good freezer. Be careful about buying pre-bagged feeders from petsmart / petco especially. These are known to have been thawed / frozen several times and can be bad.

I would also be careful buying at a show... Check the feeders, make sure they are packed neatly and not just jammed in there. I recently bought a package of large feeder mice at a show and they were haphazardly thrown in the bag... When I went to feed for the first time, I noticed that many appeared to have been squished flat, one had a head that was disconnected, etc. and they all had a bad smell when thawed... Not good. When I order from bigcheese or perfect prey, the rodents are always neatly packaged, so you can see what you're getting and I've never gotten a bad rodent from them.