I would expand on Dylan's answer, and suggest that buying such blades online will, in most cases, prove as cheap or cheaper than a similar purchase at the retailers/wholesalers mentioned.
That said, there are several "Costco multipliers" that people forget about:
- The cash back credit that accompanies the Executive level membership. If you buy enough high ticket items (razor blades definitely qualifying there), you can make back the membership price easily and get a nice check back at the end of the year.
- Usage of a Costco American Express, which increases the potential cash back amount over the course of a year.
- Time and resources (especially gas, these days) saved by buying in bulk, and reducing the total number of trips – Costco is the only one of the stores mentioned by the querent that I've never seen run out of Mach 3 blades, ever. I've yet to see blades rust or degrade prior to use, so it may be wise not to eliminate Costco as an option if nearby/you make regular trips.
Long story short, if you're a Costco executive member and/or Amex holder, it's probably a better deal to buy locally. If you are not, or do not have a convenient Costco, then purchasing from a tax-free source online is likely to yield a more consistently lower price.
As for an ordered list, the last time (~6 months ago) I checked, the pricing per blade was actually nearly identical across Safeway/Lucky/Walgreens/Costco.
As I said, Costco won out for me personally on different criteria (cash back), and sometimes the prices fluctuated up or down at the others (I've definitely seen the blades go on sale at Safeway, yielding a cheaper price by $1-2, but it's rare).