Re buying online.
As a CT resident, there is no reason the OP shouldn't buy bullets online, unless he just wants to support a LGS, which it doesn't sound like since he went to Cabellas. No reason. With USPS flat rate boxes bullet companies can ship 3000 9mm bullets for $13!!!
Primers and powder are a slightly different story. You always get wacked with the $25 hazmat fee. So for someone buying small quantities, it may be a disqualifier. But then again, what did the OP spend driving from Putnam(ish) to East Hartford and back? Well, its a 90 mile round trip, so if you figure in maintenance and depreciation of a small, basic car then you are at about $30
One other thing. My local Walmart in Old Saybrook, CT has primers for about $3 per 100.
Don