Primer availability varies day-to-day. I like to buy local if possible, to avoid hazmat and shipping. I used to buy at the local gun shows, back when Blue Collar went to the shows. If I lived close to them, that would be my source for anything hazmat.
Powder Valley, American Reloading, Everglades, Natchezz, Midsouth, (and a few others) are places I would look to online.
For projectiles, I buy almost exclusively online. RMR Bullets is the first place I look to, they make their own FMJ bullets in-house, and they perform very well. They often have plated bullets in stock, and I have used numerous 9mm and 45acp plated projectiles from them. In the past, I also used a lot of Xtreme plated bullets. Another great resource for plated bullets is Evergreen Ammo.
For coated bullets, I like Bayou Bullets, but have also used some Missouri bullets. Blue Bullets is a good source, although I have never used them personally, I have heard many great things about them, and they are a NC company.
For rifle projectiles, I get most of those from Midway, although I am sure I could probably get them less expensive from other sources.