About a year ago, I looked into getting my comics at a lower price by going through Marvel. After getting passed onto one person after another, I finally reached someone who said Marvel couldn't handle my request. Of course, I wanted everything Marvel put out weekly that wasn't a reprint or trade paperback (with the exception of the Essential titles.) They just don't do that. They recommended me try a few online places, like Milehigh and Midtown.
I did find the place that offered 35% off, which would have saved me an additional 15% of what my local comic shop did...but, after asking the same question as you on the Marvel boards, I changed my mind. As one of the regulars pointed out, I could get my comics cheaper online, but it's up to us to support our local comic shop if we are able. Sure, I might save an additional 15%; but, I know with the amount of comics I get each month that I am helping them stay in business that much more than if I went away. They are really the only comic shop within about a 45 mile radius. And, they have stuck around while the other shops that went out of business after the comic boom of the 90's.
Sometimes it is more than just about saving money.