If you HAVE to buy lead from outside your scrounging abilities, then here's a great place to look.
It's not cheap there either, but it beats midway's prices.
Tell everybody you know that you want lead. You'll be surprised how many will show up with lead for you, or tell you "they know a place". Look at the local phone book for a scrap yard. They often have lead, and you might get it for $.65/lb., or whatever the current market price is.