When in Hutto (8 miles from Round Rock) I used to go to Sportsmans and I miss them dearly. I now wait on a decent list of what I need and go to Cabela's. It's worth the day trip, you can feed the trout and wander through the un-organized clearance section.
Depending on quantities you need, McBrides in Austin (30th at North Lamar) has a good selection of powders, primers, bullets, dies, etc. Their reloading stuff is upstairs, across from the Gunsmith, so if you don't know it is there and to look for it, it is easy to miss. Stairs are by the fishing section. If you're buying in quantities, try an on line vendor like Wideners or Jeff Bartlett's GIBrass. Bartlett's frequently has pulled down powder and new powder, along with good deals on brass. Wideners has a wide selection. Bad part of online is the hazmat shipping charge, but if you are buying enough, or have a group together, you can save money.