Most shooting ranges and gun shops sell "remanufactured" ammunition. This is usually from brass picked up on the range or turned in by previous purchasers. It is reloaded and sold for fairly low prices. In addition, bulk ammunition can be bought from Cabela's or Midway, but must be a fairly large quantity to justify the shipping costs.
Also, both Federal and Winchester make an economy line of ammunition, though it costs somewhat more than the "remanufactured" stuff.
You'll find .38 Special to be the most economical, as its more popular than the .357 Magnum. Also, lead bullets will be cheaper than jacketed. Some of this will lead your bore more, but is easily removed in cleaning.
Keep looking around.