I find that one outfit will have the best price on one item and another outfit on the other. I buy from Lee Valley whenever possible due to the amazing customer service. I buy from Rockler and Woodcraft, McFeelys, Holbren, MLCS, etc. depending.
If you join (no cost) their email clubs; Rockler and Woodcraft send all kinds of goodies for 20% off, free shipping, etc. That steers me there at the time. MLCS ships free to the lower 48 if you need a quick bit for something but their quality varies (I was not thrilled with their brad point bits, returned them), their forstners and router bits are OK.
Someone ships Whiteside bits for free and they are outstanding. saw blades I generally watch for Amazon specials as with Bessy clamps. . . you get the idea; I guess the answer is no for me. You do need to consider shipping as you can pay more for an item but, if it is ordered with other items the total shipping may be less than ordering from two places.