There is nothing wrong with the Park DCW series of cone wrenches. They are perfectly fine and much better than many other brands of cone wrenches aimed at the home mechanic. If you want a really high quality cone wrench then go to the pro bench cone wrenches that Park sells. If you think the park DCW wrenches are bad try using the Avenir quad-sided wrench...

You got slightly overcharged for the DCW, as they are much cheaper online but that will be the case for any LBS -they have higher expenses as a brick & mortar business than an e-buisiness.

It sounds like you have a crappy LBS. Find another one. My LBS charges me between $.04-.06/bearing depending on the size. If you want to get serious about wrenching on bikes then buy them in packs of 144 and get a bag of the 4 or so popular sizes and be done with it for a while. It'll cost you $20 for the whole lot if you buy the Pyramid ones online.

And also, don't take everything Sheldon said like he was god's own bike-mechanic on earth when he was alive. He was a man and he was wrong about some things. Especially do not take his advice about how to break in a brooks saddle...