Have you looked into HD Supply Solutions?
They are the MRO division of Home Depot and have online ordering. I use them quite often because they usually have decent price breaks for larger quantities and a good selection of the type of bulbs you mentioned. They also ship fast and have free freight on most orders over $50.00, which helps a lot with the cost of freight these days.
You may still have to occasionally order from Grainger for some oddball or specialty bulbs, but don’t expect any discount there.
Here’s there web address:
http://www.hdsupplysolutions.com/ 
