Amazon is not about getting you to fill your purchase order with the parts list of your latest project. It's about trapping you and selling you things you didn't know you wanted.
While McMaster shipping certainly isn't free, it's always overnight, and often less than 100% of cost, so if Amazon is actually 2x price, McMaster still makes sense.
Side note: McMaster has, hands down, the best/most useable site I've ever used. The flow always gets me quickly to exactly what I want, even if I don't know what that is going in.
I know this is the third "me too comment" for this, but you cannot overstate how awesome McMaster Carr is for this sort of thing - they have everything. Massive amounts of information on the site, super fast shipping, reasonable prices. If you build stuff in your spare time and haven't tried McMaster-Carr, you're missing out.