www.budsgunshop.com is very popular.
www.gunbroker.com is fine if you purchase from a reputable seller (I have purchased two handguns from two different sellers on gunbroker).
Have you checked with your local shops to see what their FFL transfer fees are? Some are quite expensive.
I think most people buy from Walmart (me included). If your local Walmarts do not sell ammo, and your range prices are outrageous, than you can try some online shops (if they'll sell to California).Locally here in LA, the prices, and seemingly the variety are not great at all....and I suspect that buying range ammo at the range is a poor financial choice as well. Where do you guys buy from?
I hear www.ableammo.com is pretty popular, among others.