I have purchased some horticultural grade perlite on ebay for some very reasonable prices with free shipping. The nearest garden center to us that sells it is about a 50 mile drive, and is more expensive.
I use about 16 bales of the Pro-Mix from Menards each year, even if I do have to amend it a bit with fertilizer. It has worked well for me in many applications, and has been the most cost-effective. I'm starting to stock up now for my next early-spring planting. Have 2 bales so far, and hope to purchase 4 more when they go on sale. I just need to make sure I bring them in early enough to defrost before I need them in the winter!