I get as good a price from the local bulk oil distributor as from the internet for Phillips 20W-50 X/C. Call around to see who supplies the FBOs, Flight Schools or repair stations.
I agree. Even paying shipping, I can get oil cheaper through these guys vs buying local and paying tax. They were $17/case cheaper on Phillips than local aviation supply house. I get it delivered to my front door.
I use http://www.eliteetc.com/
they have several sales during the year. I save more than a $1 a quart and it is delivered to my doorstep, no shipping charge.