Gun Shows and Reloads
In Reno I generally buy ammo at the gun show, they probably have one every month or so. There's a company that has a big booth and their prices are pretty good, I believe their name is Miwall out of Grass Valley, CA. It's a pain to carry a couple of thousand rounds of ammo back to the car, but you get it done and then you have your ammo, no shipping charges but state tax. If you buy even more ammo you can ask them first if they will let you borrow their hand cart, that makes life a lot easier. I have ordered from cheaperthandirt when away from home and they had good prices at the time. Shipping charges are a must to look at since ammo is so heavy, free shipping is a plus $25-35 in price.
I use handgun reloads for practice and have never had a problem with them. The company at the show sells them and the quality has been fantastic for years, I've gone through thousands of reload rounds. I get 1000 .40cal in an ammo can (worth a few bucks) for about $190, 9mm for about $140, as opposed to probably $325 and $270 for new (please don't hold me exactly to prices, this is off the cuff, but close). That's an enormous difference and the price plays a big part in your practice psychology. Whether you want to admit it or not, if your know a 10 round mag is going to run you $3.25 and you'll probably shoot at least ten mags and then maybe five 15 round magazines of 9mm at say $4.00 each, you might space your practices further apart.
Of course always make sure you are getting a quality product before you go all in. Buy a smaller size of a few reload companies, read the reviews online if possible, and give them a try. If the quality is high then you might just have found yourself a great way to save money. As for harming your firearm, I would ask a few gunsmiths, but that's a numbers question as well. If you save $100 on a thousand rounds and it takes ten thousand rounds to ruin your $200 barrel I'd say buy a couple extra barrels