In my experience the best places for bacon are at independent grocers. Both of them carry bacon in the cool cases like other meats, not behind the deli counter. One was $5 per pound and the other was $4.50 per pound. It's just plain bacon, not the fancy smoked kind, but it's massively better than the usual Hormel stuff.

Both of them also carry ends-and-pieces for even cheaper. Some of the packages have pretty big pieces, like third or half slices. Tends to be a bit fattier overall but that may be to some people's tastes.