Look into LavaRnd [1][2][3][4].
[1] What is LavaRnd? http://www.lavarnd.org/what/index.html
[2] LavaRnd Process in Detail: http://www.lavarnd.org/what/process.html
[3] Construction of a LavaCan: http://www.lavarnd.org/what/can-details.html
[4] Source code (open source): http://www.lavarnd.org/download/index.html
It would seem that this method would be muchmore expensive and time consuming than a simple web query. How precisely would this save me money?
It's under your control. There's no chance of an attacker serving you skewed numbers, or of MITM, or etc etc.
That may be important. (Cryptography, for example.)
Some people don't care, they just need some random numbers. People doing modelling like a lot of random numbers that are random enough, but they don't care if that same set of numbers is available elsewhere, or if it's easily repeatable.