Usually it is cheaper to purchase art supplies from larger stores as they receive a discount price from buying larger quantities overall. This savings is usually reflected in the stores pricing however, smaller shops usually can provide more personal service and the ability to special order items if necessary. Shopping online is another way to save money if purchasing lots of supplies.
The price depends on the sales and promotions that are going on for either store. Generally, you will get a better price if you go through a larger store, since they buy their products in bulk, they sell at lower costs.