Ironically, places like Costco and Home Depot actually can have very competitive prices.
Plus sometimes you can have your plumber buy fixtures that you like at wholesale or commercial rates.
And there are some more commercial fixture warehouse stores that offer percentage discounts if you buy multiple items from them at a time (say 3 sinks, 2 shower enclosures, a water heater, multiple light fixtures, etc..
I'm going to be building a new house (and Viper garage) in Scotts Valley soon, so I'm going to be looking for these things as well (probably next year).
I had also researched Direct Buy and read awful reports about them, that you have to commit to bulk orders, choices were limited, and at the same time how their real-world prices were not much of a deal over local retailers. The key is to find a way to buy from the companies that they buy from.
Good luck!