If I'm buying, I'll usually try to support my local store. They have fairly good prices, and chop them often enough.
However, DDI means I almost never need to buy anything, per se. The CB is great, and covers what I need on a regular basis. I havn't gone through the MM1, let alone 2.
What I do buy is cheaper versions of minis: Bag o Zombies was great, and Skeletons; I'm waiting for them to get Bag o' Goblins and Bag o' Orcs, and some size Large minis (like Bag o' Ogres). Because I do this, my local store is inexpensive enough for me.
I don't get into card games, or random mini collecting, or anything else I see as a money-suck.
Actually, I did some calculating: did you know I could get a contractor-level drill and 215 assorted drill bits (including for steel, concrete and tile, etc.) for the same cost of about three regular-priced books? And I can make money off of them to cover those costs, which I won't ever get back with my D&D books!
Regardless of whether you order online or through a store, RPGs are a money suck for anyone but successful game designers (and given their lifelong habits, I doubt it's much profit even for them). This is more a question of whether you're sucking slightly less than the other posters on ENworld!
