Try these -
http://www.reactionlures.com/ and
http://www.toledotackleusa.com/
Owned by the same people. Contact them direct and you can buy in Bulk - $30 for 1000 firetails (may be a bit more expensive now) - I'll let you work it out for yourself, but about 2p a worm - I doubt you'll beat it anywhere. They do shads as well. That's where I buy all mine. If you order well before you need them, ask for surface shipping, takes 6 - 8 weeks, but saves a load of money.
Cabellas is retail, a bit more expensive and taking into account shipping, you'd be as well buying off ebay. Cabellas is a deadly shop though - I spent 10 Saturdays in a row in the fishing dept when I was stuck in Nebraska. Quality gear and cheap as chips (e.g. Abu Ambassadeur 5000 Baitcaster -LH wind , new , cost me £25)