The biggest expense variable with weights is shipping, since you're basically moving heavy objects around in the mail. As such, you can tend to get better prices by visiting a nearby fitness retailer that has their weights showing up by freight and the shipping cost is distributed amongst a lot of products.
Additionally, used fitness equipment is all over craigslist. There are a lot of people who buy weights, never use them, and want to get rid of them before they move. Most of them are junk from Sears, but you'll find nice equipment mixed in there too (Eleiko, etc).