It depends. I have a stash of .22, don't shoot it much, typically buy in Walmart.
For centerfires I buy components from a friend who is FFL and assemble my own - 270WSM, 303 British, 30-30 for my son, 45-70, 357/38.
For my new 44 I tried something new and cast my own bullets and shoot even cheaper.
For the little Ruger .380 I buy ammo from the FFL guy, prefer not to CCW handloads.