Are you unable to buy ammo mail order where you live? I buy quite a bit of my ammo mail order now.
That has only really become an option in the past few months. The county and state attorney generals under Daley command have made a point of hassling mail order gun and ammo dealers over the past decade or so, so it's really hard to find someone to ship to Cook County. You also have to have the FOID card on file and there has been some ambiguity about being present as well that just got worked out late last year, I believe. That's also the main reason I never got a C&R license. They won't typically even ship a bolt action to Cook County even though it is fully legal.
Now, apparently, Midway is shipping ammo to Cook County. I see AIM and a few others are now shipping to cook but not the city. I've looked at their prices and don't see a major savings with shipping charges. My calibers aren't too exotic for pistol - .45 & .38/357 with an oddball 32 Long. I don't shoot enough to where a minor savings per box adds up much. Of course, that and the fact my last formal instruction was in 87 or so in the military helps explain why I suck with a pistol

Most of the rifles I have several thousand rounds of surplus for through CMP and R-Guns which carries a good selection of surplus. BTW they have original, matching but refurbed MN PU snipers in stock now from the Ukraine. I haven't stocked up on pistol ammo because now that I'm showing some more interest in pistols the ammo prices have shot through the roof, pun intended. The Chinese are using a bunch of lead and brass. Rumor even has it that they are breaking down a bunch of surplus for scrap leading to a shortage.