One of the low beam headlamps burned out in our car and I checked on a replacement at Autozone and Shucks/O'Reilly. They both had the same price $14.99, which ends up being $16.30 after sales tax is added in. It's a simple low beam H7 Lamp - 55W 12V so that price seems pretty steep.
It seemed sort of odd to me that both chain auto parts stores had the exact same price - but I think the deal is they figure not many people would shop around for a replacement headlamp. When a headlamp burns out you need a new one and you'll pay whatever they charge.
You can buy a generic H7 lamp on eBay for $5.55 and a brand name one for $8.99. That's the total price including shipping - there is no sales tax. I ended up paying $5.77 for an Eiko brand bulb which is $10.53 less than what I would have paid locally.
I'm fine with supporting local businesses but I don't feel like paying an auto-parts chain store more than a 100% mark-up on something (in this case it's 260%). No one is driving that car right now so I'll wait a few days until the new lamp shows up in the mail.
When you're buying a headlamp it helps to know the general part number or identifier. There's a lot of information on Headlamps at Wikipedia. You can usually figure out the generic name from the manufacturers part number which allows you to compare prices.
If a headlamp burns out and you have to drive at night you have to buy whatever you can get but if you can possibly get by without driving the car at night for awhile, I'd recommend checking online prices.