I'll be buying a plethora of .22LR from ammoman.com in a few days (maybe next week). You have to order at least 1000 rounds to notice any real savings, however. They're prices on 9mm weren't too bad, either. I think shipping is free.
I can't speak about Atlanta in particular, but the national consensus seems to be if you are looking for the best price at a B&M then Walmart is the best bet for range ammo, by far in some instances (for example, I pay $18.42 for 100 round box of 9mm WWB). Walmart is weak on premium HD rounds though and doesn't offer the customer service of a good local gun store/range.
Online I was looking for Speer Gold Dots in 9mm and found the best price to be for the 50 round box at: http://ammunitiontogo.com/
I checked some of their prices on other stuff and they seemed very good, though I don't think any one place is the cheapest (or carries) for every brand/caliber. Shipping on the 200 rounds (4 boxes) cost me $9.50 from TX to CA.