Amazon is hardly “cheap” even for things they sell directly these days. it’s either outrageously overpriced (most often in categories they don’t sell and is all third party sellers) or it’s in line with other retailers.

In my experience it depends on how the product is sold, some manufacturers have a very tight supply chain and prices do not very much. You can often find products that sit on a retail shelf on sale at some point. It takes more time/searching - and expect slow shipping. Its not the same as the Amazon experience but cheaper, its hunting down the right deal and waiting for it. Be ready to use some scrappy web sites.

For groceries I have found that even the most expensive grocery chain around here (QFC, part of Kroger) is cheaper 99% of the time.