All of my rifles/handguns have a given purpose and I usually test a good sample of bullets made for that purpose. For example, if it is a hunting rig that I don't plan on shooting past 500 yards that will be used on thin-skinned game, I determine what weight range I want and what speed I want and then get 5-10 different bullets that fit the bill and 3-5 powders. I work up loads and see what provides me the best in velocity and accuracy, combined. Then I purchase enough of a supply of those bullets and powders to pretty much last me 10-20 years of practice and hunting.
For target work, I am a bit less picky and will usually only test 3-5 bullets and 3-5 powders to find my loads, but tend to buy a larger bulk when I do find the combo that works.
The advantage of doing it this way is that if one or more of the components become scarce, I can usually look back at my testing data and find a combo that will work to get me over the hump.
As for where I shoot, my current short yardage range is about 20 minutes from the house, but I can get out to 1000 on our property that is about 7 hours away.