I think compared to Midway's prices - they are not too bad http://www.midwayusa.com/eproductpage.exe/showproduct?saleitemid=174735&t=11082005 . Shipping is gonna tear you up from either place. The one you linked has a sort of tricky free shipping offer if you are only buying lead.

But I think you are giving up on finding good scrap entirely too quick. Call some salvage yards in the area and see if them handle lead. Some will have it sorted by hardness and melted into ingots. See if there is an eBay seller that is close to home for you. Call up some roofing compainies and ask them what they do with the scrap lead sheathing.

http://stores.ebay.com/wallycooper-gunsmith-supplies check that guy out