There are many sites that sell cat products online... I like to shop on Amazon.com, as they have independent sellers on there whom you can buy from, as well as buying straight from amazon.
Due to the weight of products like litter and food. They are generally much cheaper for you if bought locally simply due to the cost of shipping.
I buy food (in a bulk order that is enough for about 4 months) from www.petfooddirect.com
They sell litter as well, and it is sometimes cheaper than local. However, in order to "cancel out" the high shipping rates, you would have to use one of the 22% off coupons they send out via email ocassionally and order a LOT at once. This saves me a lot of money on food because they have far cheaper prices than locally available and I'm able to order some foods that I can't get locally. Their litter prices weren't that much cheaper than local though.
I would suggest a few things for you to try...
1. Check out arm & hammer's website and/or contact their customer service dept. and ask them if the type of litter you use comes in larger bags.
2. If the answer to #1 is yes, then you can go to the store at which you currently buy the litter and request that they order you some (or start carrying it) in the larger bags. I know that publix grocery stores will do this with products from lines that they already carry...not sure about super chains like walmart or kmart.
3. Request coupons from the manufacturer...I did this with several food companies and many sent me coupons. Also, if they have an email list that you can subscribe to, do so, many times these sorts of lists will send out coupons that you can print off.
4. Be vigilant about looking for sales...I always scope out the weekly sales papers and have seen many types of litter go on sale regularly. Also, petsmart and petco have their store circulars availbe to view online, so you can check them even if you don't get the paper.
Hope this helps!