I'm 100% with you there. I don't even bother price shopping anymore because I know with Amazon it will be close or better than average big city pricing and I get everything in a time period which seems instant.
If you are comparing an in-store price to the amazon Prime one you have to factor in the costs (implicit and explicit) of actually making a trip out for a particular item or waiting for your monthly Costco run to pick-up X rather than having it here by Saturday.