I'll put my $.02 in for the pistol rounds, as they are a little different and that's basically where all of my experience has been.
If you buy in bulk, you can load the pistol rounds for a little more than half of what they cost in the store. Of course you have your time that must be factored in along with everything else. As has been mentioned, you won't so much save a ton of money as you will be able to shoot more.
I know you didn't ask about .40, but I will use it as an example since I have the figures handy. 9mm is cheaper brass and bullets, and slightly cheaper on the powder. .45 will cost more on the bullets and the brass can be significantly higher, a good source is can make a big difference.
nonnieselman posted in a thread currently a few down from this one that the current price is $12.47 for .40 at Walmart. I am 99.9% sure that is for a box of 50, as it is a very good price these days, so that would be $13.34 / 50 with tax out the door.
The prices on components are up recently, but as for prices I could go out and bring home today: Brass is $25/1000, primers are $30/1000 (bought by the case of 5000), bullets are $104/thousand (180 FMJ, lead is cheaper), and powder is about $20/1000 (calculated using an expensive powder choice, but one I prefer). That comes out to $8.95 / 50.
Drop to lead bullets and cheaper powder, and it could be done for about $7 - $7.20 / 50. Similarly, if you wanted to load defensive-type bullets like Golden Sabers, XTP's, etc, the price would be significantly higher. This is what I have noticed with rifle stuff, too. The "premium" bullets cut down on savings a good bit.
Hope that helps some.