To take local variances and rip-offs out of the equation, just look at the prices of these calibres on Wolverine's webpage:
9mm (American Eagle) - $237.84/1000rd (24 cents a round plus tax and shipping)
.40 S&W (American Eagle) - $313.00/1000rd (31 cents a round plus tax and shipping)
.40 S&W (WinClean) - $175.00/500rd (35 cents a round plus tax and shipping)
.45 ACP (WinClean) - $230.00/500rd (46 cents a round plus tax and shipping)
In comparison, .308 WIN is expensive. Wolverine doesn't have them on their site but but I can tell you that at my local shop you can't really get anything in a .308 WIN that works out to much less than a buck each - and of course you can pay a lot more than that if you want higher tech hunting bullets. .223 REM are generally around 50 cents a pop for the plain jane (like the ones on Wolverine's webpage) - hollows can be double or more.
I buy a lot of factory 9mm. I like Remington the best. These days it is around $135 or $145 for 500 (27 or 29 cents each - 115 gr. or 124gr. I think 147gr. is about the same) for the stuff I mostly use. Really premo cop-style ammo like +P jacketed, bonded, hollow-points can be $30 a box (of 50) or more (60 cents each). I bought some Golden Sabres (a box of 25) but never fired them. I just wanted to have them "on hand" and check out what the top of the line looks like. I have shot lots of those +P 9mm hollows though. They put a big smile on your face. They are similar to a .40 S&W with a more supersonic sound to them.
The cheapest 9mm stuff around here (Vancouver) is either that Blazer brass (used to be able to get 1000 rounds for $200, now it more like $230 for 1000), or that crappy Fiocchi stuff where myself and other guys were getting parts of the primer cap stuck in our P7's firing pin channel. That stuff was around the same price. I see now that Lever Arms has both the Blazer Brass and the Fiocchi on for $260 for 1000. That is not bad, but I try and buy Remington whereever possible (better accuracy, better quality, no problems, IMHO) or Winchester as a second choice.
I did a thread about 9mm ammo awhile ago. I'll see if I can find it.
(Edit)... o.k., found it:
http://www.canadiangunnutz.com/forum/showthread.php?t=170067&highlight=9mm+ammo
The most expensive 9mm rounds I've bought (Golden Sabres) are pictured at the end of that thread. They were regularly $32.99 for 25 rounds! (a whopping $1.31 each). Fortunately for me they were 20% off that day, and I just bought one box to check them out. It worked out to be about $26 for the 25 rounds. They are still in my safe!