I have been ordering from various places, even though you pay shipping at more than one place it can still be cheaper if you are saving on the price of the feeders. I find some online stores much cheaper than others, in fact cheap enough to make up for shipping costs. For BB flies you are better off buying from forum members.
Check out lindasgonebuggie.com her prices are well below many other sites and shipping is reasonable.
I purchased isopods from doubleds.org as you get twice as much for the price.
I have also purchased flies from mantispets.com when I cant get them from forum mebers.
For roaches I bought my original shipment from west coast roaches. Now they are a great breeding colony so i dont have to buy anymore.