I have found that Midwest has a broader selection of many items. For example, I recently put together two drill presses using magnetic drills. I needed some 2 3/4" OD DOM steel tubing for the columns. On-Line Metals had only one wall thickness (.25"), but Midwest had five wall thicknesses, and it was cheaper. Midwest has 1/2" cold roll flat bar up to 12" wide. On-Line only has it up to 6" wide.
The wait period for Midwest is irritating, though. I guess I would compare it to a decision to go to a Seven-Eleven for a loaf of bread, but to a grocery store for a cart full of food.