I've ordered lots of equipment from Adventures in Homebrewing. They're nice people. Never ordered from morebeer that I can think of. William's is overpriced in my opinion.
I haven't ordered any grain online because shipping is a female dog.
Do you have any local health food stores? Several around here have little home brewing alcoves, and because it's not their sole source of income they have less of a markup. Additionally, they order things for me that they don't regularly carry, and a markup that is less than what I would pay for shipping. Assuming their supplier carries it. Granted I have to wait until they get their next pallet, which might be a couple weeks, but if you brew then you have patience.
Also there may be a home brewing club in your area. Have you checked? Sometimes several brewers will order a pallet to save on shipping.
My first LHBS was a beer and wine shop that carried home brew stuff in the back.
Shop at a place that depends on home brewing supplies for all their income, and you're going to pay for it. Check around. There may be other stores that carry brewing supplies that aren't dedicated to it, or even advertise themselves as such.