I have bought ammo online from Cabela's, AIM Surplus, SOG International, J&G Sales, Ammoman.com, and the CMP with total satisfaction.
As long as you are sure what you are getting (is it surplus? corrosive? etc.) and realize that bulk/quantity is where the savings is at, and that ammo is heavy and shipping costs are rather high because of this - it can be a very good way to go, depending on your individual situation and location.
I have never heard of http://www.ammunitiontogo.com, but that don't mean its bad - just new to me. I would compare prices (including shipping costs) with other competitors as a matter of course.
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