If you're looking in mom and pop gun shops and especially Bass Pro you are.Matijevich said:
Bass Pro is a large chain with volume buying power and there's simply no excuse for the ridiculous prices it charges for shot, which I've heard can be $30 a bag or more. Those people are scum as far as I'm concerned and I wouldn't buy anything from them if they were the last store on earth.
Unless you live in an area with at least several shotgun-type gun ranges, there's no real incentive for a store to carry much shot -- or any reloading components at economical bulk prices.
You just have to search around and get the best deal you can find. Mailorder shot, of course, is out of the question owing to the weight and shipping cost.
I buy shot by the ton for about $16 a bag from the gun club at the Remington munitions plant in Lonoke, AR. It's a 340-mile roundtrip but still well worth it, since there's virtually nothing available anywhere near me.
As for the magnum vs. chilled, I can't tell any difference at all -- even in a .410. The only reason I get No. 9 magnum is because it's only a quarter a bag more than chilled from my source.