Well, I have yet to buy rims, but I usually buy tires at work. I work at the dealer and get a pretty good price on them and put them on myself though.
Don't buy at Sears, Pepboys, or Walmart. Sears and Pepboys rip you off and Walmart is under the influence of the evil Japanese Uber-Corporation.
I'm not overly familiar with Ohio, but I know that a lot of guys here either work at, or run parts store and small repair shops and when we have thse discussions (usually about once a month) quote out the door prices that are over $100 less than the leading big-box competitor.
Look around at local independent repair shops. They usually have pretty good prices and can get almost any tire that you want.
If you are looking to buy wheel too and want them put on all at the same time, Jack Williams or Tire Mart maybe.... Like I said, haven't bought my rims yet.
But yeah, for new wheels and tires CL and ebay are jokes.