Have you considered buying your yarns from online sources? There are many websites that sell reasonably priced, higher quality yarns.
Here are a few:
-- they have some wonderful sales on pricey yarn and some is available in full bags (of 10 skeins)
-- I have to admit to never having bought anything from them but have browsed their site and looked through their pattern selection.
-- I haven't bought a lot from them but the more you buy, the bigger the discount.
-- they have a good selection of their own yarns at very reasonable prices with great customer service.
I've never done it, but there are yarn sellers on Ebay as well.