Miniflea84 asked:
Note my only experience with lego stores is in Chicago (my hometown has 3) and DC so far. I do believe most stores operate similarly. If you ask the staff about availability you can purchase a case of lego pieces. A case goes for a flat rate of $70.00 in the USA. They can get it from the storeroom. Typically there is more brick and different choices in the back on the shelves than is available up front on the pick a brick wall. So it is always best to ask every time you visit the store. Often the staff will let you browse the pieces in the storeroom. After all they want to sell them. They usually tape a piece on the outside of the cases so you can tell what is inside. Make friends with the staff. They can be extremely helpful and save you a lot of money if you plan on building up a large collection.How do you buy a whole box of stuff from the lego store? Do you just have to ask what they've got in the back?
A case of brick is equivalent to about 5 1/2 to 6 1/2 of the large pic a brick cups depending on the type of piece. I have noted that the larger the bricks the more cups worth you get in a case. This is because large pieces do not pack well into the cups and pack much better in larger containers like the case size box and also the large pick a brick boxes. (yes they have these too but you usually have to ask about them)
Stats:
The large pick a brick box holds about 11 of the large cups and costs $150.00.
The large plastic cup costs $14.95
The lego stamp card can save you up to 7.5% on your purchases. Double that this October with double stamp month.

A large pick a brick cup holds approximately packed tightly but not putting the bricks together. Followed by cost per brick with no discount.
105 2x4 bricks $0.142
220 2x4 bricks $0.068
220 1x4 bricks $0.068
490 1x2 bricks $0.031
1050 1x1 bricks $0.014
A case holds approximately followed by price per brick without discount:
660 2x4 bricks $0.106
1350 2x2 bricks $0.052
1350 1x4 bricks $0.052
2800 1x2 bricks $0.025
5600 1x1 bricks $0.013
In my experience the best cost is obtained by buying the case of brick. I have to purchase huge amounts of grey brick for castles this way. I do note that some colors of brick are cheaper on bricklink but when shipping is factored it usually falls in line with buying direct from lego stores. I always buy with coupons and a discount card at the local lego store and save even more.
The pick a brick box and cups does have the advantage of letting you buy in bulk but get a variety of bricks that the store has available. The large 150.00 pick a brick box is the next best buy especially if you are buying larger pieces. The large cup is also a good value for needed parts but is best as the pieces get smaller or if you don't need a large number of parts. (Also if you don't have the coin to spare)

It is obvious to most but a great technique is to put a cup of larger pieces in the large box and follow that with a cup of small ones. Shake to fill in all of the empty space and repeat. I have been able to get one of these large boxes packed so full it made no noise when shaken. This also works on a small scale with the cups.
The biggest shortcoming of lego stores is the small selection of pieces. If you need a certain piece in a certain color you may not find it there. They do carry quite a bit of the brick I need in bulk and I try to be patient. The parts available turns over slowly. You have to continue to visit often. Obviously it pays to live near a lego store or to know the staff so they can give you a heads up on pieces.
The place where the pick a brick really pays off is in plates, tiles, and small modified parts. These parts tend to be rare and difficult to buy in large quantities on bricklink. If you find a piece you can use in bulk with these hard to find pieces get crazy... in the long run you end up saving money.
I use bricklink often for hard to find colors and parts. The shipping costs can be problemsome so I try to buy as much at one time as I can. Unfortunately if you are looking for thousands of pieces you often have to order from several stores, thus increasing overall cost. Shop well and beware of the shipping cost.
I hardly ever buy individual parts from lego S@H. Brick there tends to be very expensive. However, for figs and accessories it can be very good. The cost of shipping from Europe can be inhibitive if you are not ordering a large amount.
My experience with ebay is limited. I have purchased some sets here as it is easy to tell what you are getting. I have had bad luck buying brick in bulk. I have got a few good deals buying certain color bricks in lots by weight, but often end up with a lot of pieces that are not useful to me and often the pieces are faded or dirty. If someone has had better luck with e-bay than me, I would like them to describe their techniques.
I often buy lego sets for brick as well. Especially if I can get them on clearance. Creator sets have the most brick for the dollar at regular retail price. Lastly I do collect figures for armies so I purchase sets for the figures and often get a lot of brick as a bonus. This makes calculating cost very difficult as figures have their own values that need to be done individually.