Personally I haven't bought a fly in probably ten years. Once I landed that first fish on a fly I tied myself I had a new habit. It felt great to see and feel everything come together, holding that fish in my hands. Recounting the time spent daydreaming about catching it, planning out how I could accomplish this goal, acquiring the materials, meticulously constructing the fly at the vice, time spent practicing casting the rod, getting to the water, reading and assessing the situation there and how best to proceed with my presentation, the meticulous deliberateness of the act of casting the fly in such a way as not to spook the fish, hence wasting all that work and potential, putting my creation out there on the water for all the fish to judge, the anticipation of their deliberations. Will they accept or reject my work, is it good enough? Am I good enough? Then POW! Vicious vindication! All that patience and hard work has not been for naught! Then the role reversal, now I judge the fish and all its aspects, what is it, how long, how old, wonder at its life and proclivities if only to glorify my triumph and bring me one step closer to understanding its mysteries. Will I keep it, or release it? The conquest is almost better than sex. The battle is usually brief but the satisfaction lasts as long as the memory of the moment.
Really though I need to spend some more time learning/re-learning the structural fundamentals of fly construction. Have had this tendency to learn how to tie a pattern I felt I needed, learn to tie it well, then tie it perfectly, without ever really understanding why this or that had to be done to make everything work out in or on the water.
To answer the question though, if I was going to buy some off the internet, don't think you could probably beat Fly Shack's pricing. Must have a bunch of Korean kids or American Grad students tying em' to unload them at those prices.