The supplement industry has been booming for years meaning there are great prices and lots of choices if you look hard enough. (Note: The following recommendations are based off of my own experiences. Your own experiences may vary.)
Where to Buy
Deciding between online and local shopping boils down to how quickly you need your order. If you need it the same day, online shopping isn't going to be quick enough. If you're willing to wait, going online brings more competition, a bigger selection and typically, lower prices.
Bodybuilding.com was one of the first and biggest online supplement stores. They have a big selection of brand name as well as a new BodyBuilding.com line of products. The prices here tend to be higher than other stores, though their selection is one of the biggest.
My Recommendation: Thumbs down. I used to use BodyBuilding as my #1 source of supplements but have found cheaper and faster options (Amazon). I do like their Top 50 listings which shows the most popular products on their site. You can see which protein or creatine is selling the best and make your own choices based on reviews from other customers.
Amazon has never been known as a supplement store but they do carry a lot of products in their Health and Personal Care category. Amazon offers very low prices on supplements because they let third party vendors sell products from their website. This brings lower prices through increased competition.
You can also save with their subscribe and save option. Some of the supplements you use on a regular basis can also be shipped to you automatically as often as you would like. By signing up for this service, you can usually get a 15% discount. Not all products are eligible so look around for alternatives.
Amazon also offers low prices on shipping. Most orders over $25 are covered under their slowest shipping service (about a week delivery time), and if you're a member of Amazon Prime, you can get free 2 day shipping on most products.
My Recommendation: Thumbs up. Amazon has the best prices on the supplements I buy and since I have an Amazon Prime membership, I get 2 day free shipping. (Students with a .edu email account can get a discount on an Amazon Prime membership). Without a Prime Membership, the shipping is still mostly free, but takes about a week instead of 2 days.
True Nutrition (formerly True Protein)
True Nutrition (TN) doesn't offer fancy national brands or many of the marketing gimmicks that other supplement shops are known for. TN is all about customization. This site lets you choose between making your own custom mix protein powder or picking a premixed formula. They offer a wide variety of different proteins including various types of whey/casein, soy and egg proteins. You can also add carbohydrates such as maltodextrin or fructose to your mix and supplements such as glutamine, BCAAs, taurine and creatine (among others). Finally, you choose your flavor and you're done.
TN allows you to include as much or as little of an ingredient as you want. You can adjust the percentage of each ingredient to meet your own needs. For example you can make a nighttime protein mix that contains 70% casein protein, 10% egg protein, 10% whey and 10% creatine. You can also make a post workout formula that contains 70% whey, 10% BCAAs, 10% glutamine and 10% casein. You can order in increments of 1 pound with a 5% discount that kicks in at 16 pounds.
My Recommendation: Thumbs up. When shipping is factored in, TN is a bit pricier for some supplements than Amazon. I have found that BCAAs and glutamine can be cheaper through TN if you order enough. Also, some of their flavors aren't very good. To save yourself some gross protein shakes, check out their forums for tasty suggestions.
GNC & Vitamin Shoppe
GNC is found almost everywhere making it one of the most popular supplement shops. Unfortunately, their atmosphere is reminiscent of a used car dealership. Their salespeople frequently try to pressure you into buying supplements you don't need at prices that are higher than you would pay elsewhere.
The Vitamin Shoppe has a much better atmosphere. Their selection is bigger and salespeople aren't as 'used car salesy' as GNC's are. Their prices also seem lower. Either way, I've found that the prices at both stores are higher than what you can find online. Unless you need a supplement ASAP, I recommend going online.
My Recommendation: Thumbs down. Overall, I'm not a fan of buying supplements locally as the online marketplace offers a much bigger selection at lower prices. If you need something right away, I recommend the Vitamin Shoppe as their prices seem lower, selection better and salespeople not as aggressive.
If you're looking for general supplements such as a multivitamin or fish oil, skip the supplement shops and go to your grocery store. The generic stuff is typically just as good (in terms of nutrient content) as the more expensive, brand name stuff. Taking in more than 100% of your vitamins and minerals (as provided by GNC vitamins or Animal Pak) isn't necessary and can even be harmful to your health.
Do Your Research
If you can't distinguish between what works and marketing gimmicks, do some research before buying any supplements. A good place to start is PubMed. PubMed is a government database of peer reviewed research articles on a wide variety of topics. If you are interested in the muscle building effects of whey protein, search for muscle whey protein. One of the results links to a study looking at the anabolic effects of mixing whey and casein protein.
PubMed typically doesn't give you access to the entire article for free, however you can read the abstract which is a brief summary of the study. The free abstract includes what the researchers are trying to figure out, the methods they used to run their study, the results and a conclusion. From this paragraph long summary, you can quickly figure out whether or not the supplement is effective or not.
The Bottom Line
Supplements are not meant to replace a good diet and hard work. Instead, they are meant to help fill voids. Most supplements on the market are simply marketing gimmicks and lies. They are a waste of money and don't provide any real benefits. Do your research and don't go crazy buying into too many claims.