I can't tell you how excited I am to find someone else!!!!! I do get a lot of people in real life who think I am a nut job for doing this, but for the most part they are all pretty supportive.
It is a good idea to wait for your appointment to see what they recommend for donor sites. My RE has some spermies on site that they order from a particular place and recommended that I use one of them (but didn't require). I decided to use them for the same reason you have - it saved $$ on shipping. Plus they kind of had the "cream of the crop" if you will - proven pregnancies. You will also need to be tested for CMV....I have no idea what exactly it is, some sort of antibody that must match the donor. But any reputable RE will NOT use donor sperm without checking that and following specific guidelines.
As for $$, I think it depends. The way my RE works is that I call with the first day of my cycle. On CD 2, I go in for an u/s to see if there are any cysts (I have a history of them). If no cysts, then I start injections (I am past clomid). For my very first cycle with the RE, I had to go in for an u/s and bloodwork every other day to see how many follicles I had and how I was responding to the meds. After my first cycle, I only go in on CD 8 or 9 and again on CD 12. I would do injections CD 2 or 3 and go up to CD 12, when they would say I could give myself the trigger shot to ovulate and have the IUI done on CD 14. Each u/s and bloodwork appointment is $264. Each u/s without blood is $175. The IUI is $450 and the sperm is approx $730. Now keep in mind, I have no insurance coverage. And there are only 2 RE's in my city, so there isn't much competition to lower the price. So just the IUI costs about $1200 and if I have 3 u/s's & bloodwork, that is $900 rounded up (I can't do math without a calculator!!!).
And trying to decide on the donor is an out of body experience. It got so overwhelming. Finally I had to dumb it down. I would read the staff impressions of the donor and think "would I sleep with him based on this description?".

If it was a yes, I kept digging. If it was a no, then I at least got to knock one off the list. Strange, but it worked for me.
The month will go fast, I hope. If you have any questions - just let me know!! Yay!!