Buy once fired from the EE. The going rate for .38 Special brass was ~$40/1000 plus shipping a couple of months ago and .45ACP is $80-$100/1000 depending on the headstamp and who is selling it. I just bought 1500 pieces of mixed headstamp large primer .45ACP for $80/1000 from mstock2 on the EE. No idea on 9mm costs, I have never bought it. Considering how common it is, I wouldn't pay more than $15-$20/1000 unless I really needed some badly.
If you don't see what you want in the Ammo & Reloading EE, post a WTB ad. I did that for .38 Special and had probably 12-14 hits in one day. If you include your location in your profile information you will likely find someone fairly close to minimize shipping costs.
Mark