Honestly, nowadays, it's not much different. Hit the sales at micro and newegg and amazon and the rest of places and you can do better sometimes.
As for getting in on it, most places require you are a registered business. At least here in Canada they do. I have a few wholesalers and I haven't ordered anything from them in years. I guess if I wanted to have $20,000 in stock in my shop I probably would, but I usually only get what I need, like a new mb/cpu to replace an old one that died for a customer and they don't make that socket anymore or a new HD for one that died. Even when I build a new system, I usually just go to a CanadaComputers store and buy it physically instead.
I've priced it out recently and it was only like $20 more to buy from a store like CanadaComputers than from one of my suppliers and it took me 20 minutes to go buy the parts or wait 4 days in the mail from the wholesaler.
6-7 years ago before the online explosion of buying parts online happened, it was worth it. Your choices were to go to a computer store and buy the parts, who got them from a wholesaler, or go directly to the wholesaler. Nowadays, I don't see a huge price difference.