I think my sister has done her own vaccinations before, but I don't know where she gets them. Whether ordering online or buying from a feed store, I would personally want to know about the quality of the vaccines/brands and if they were stored/mailed properly (at correct temps, etc).
Also, I'm sure you probably already know this, but rabies needs to be given by a licensed vet in many, if not all states (I'm not sure if it varies by state or not).
Just as a possible alternative, do you have any low-cost clinics nearby? There is a walk-in clinic about an hour from me where it only costs something like $7 a shot. Too far away from me to make it worth going, but I did find another vet in my area where I was able to have my litter of stray kittens vaccinated for only $13 apiece, with no additional office visit charge. I wouldn't use either of these vets for routine care (I like my own vet), but sometimes it's nice to save a little on basic things like vaccinations. If you could find a cheap place to have the vaccs done, you might be able to save money but still have records to show if needed.