I've found that even with shipping costs (at least with Big Cheese), you still come out ahead vs. buying locally (where the supply is usually limited or sporadic). As an example, a local pet supply store charges around $2.25 for an adult mouse. If I buy 50, I pay around $100 (even with a discount). If I have the same quantity shipped from BC, I pay around $64.
Another thing I've found is that Feeder Source F/T mice or rats bought directly at my semi-annual Reptile show aren't really priced much less than what I'd pay having the same quantity shipped from BC (which actually categorizes prey items a bit more high in weight in grams per category). The packaging is much, much better as well.