Earlier this year I bought a box of 2000 blue-kote 2.5 inch from Amazon for $67.99 with free shipping; that's just over three cents per screw. At the same time I got a box of 1000 1.25 inch stainless for only $21.00, only two cents apiece.
Buy in quantity and you can save a bundle.
I cant speak for the area you are in but the area I am in Home Depot does not really have any screws, just maybe 4-5, they have an off brand pocket hole system they carry more of along with the screws for it... Lowes has a better selection, but nothing larger than a 50ct box. I am not going to pay $6 a box of 50, when I need 250 for the project I am doing and the total would be $30, especially when I can get them online for less than 20 for the quantity.
Yes, the more you buy the less you pay, you were lucky to find the SS at such a good price, I havent looked for them, but while looking for the blues I have skimmed the prices for the SS and they arent cheap... would loved to have gotten 2 1/2 inch SS instead... but just skimming the prices I did not even want to search them out... lol
I ordered screws from Lee Valley and I got next day, Try one of their dealers also busy bee tools.
Have you tried Amazon? The have many accessories and ship very fast.