Hi, I have this same problem I don't have a LYS so I do most of my shopping online. This place will give free shipping over $35 They don't sell the cheaper end of the yarn though
http://make1yarns.com/blog/
This place will ship for free after $150. I have actually been in this store once and the owners are the nicest people.
http://www.kelyarn.com/index.html
I also have ordered from Knitpicks sometimes it is cheaper even with the shipping and duty then ordering from another yarn store.