I agree that many regular items are not priced as low as in a box store, but at least you can find it quickly if the item exists at all. (Although the Kleenax and Toilet Paper we get through subscribe-and-save were cheaper than Lucky's).
For example, we bought Hello Kitty stickers for potty training my daughter. $5/pack. I later saw them at the grocery store for $2. That said, if you said to me "where are you going to go to find Hello Kitty stickers?" The last place I'd have thought to find them was this particular grocery store, and I'd probably have visited 5 other stores to no avail. So for $3, I'm more than happy to have it found quickly and sent to my house.
I think the balance is in buying either items that are cheaper than your regular store, or items where you have no idea where to find them, even if there is a mark-up.
For example, tell me where to find Fazermints in the Bay Area. Are they even as cheap as I can get on Amazon? Do I have to drive an hour to Oakland to get them? It's easier for me to just buy them on Amazon.