For home stuff like Prime Pantry I wouldn't use it because it's priced higher--but there's convenience in having it shipped to your door. I haven't delved into Prime Pantry much though just from a glance things are pricier.
For many other items we use it often. It's rare for the stuff we buy that is that something on
Amazon costs more than in store or elsewhere. There are times where it might be slightly higher but it gets to my door in 2-days vs a lot longer.
You also have to consider when you're shopping in store or online elsewhere are you using coupons, etc.
We buy my cat's water fountain filters often enough because they are less than in store. His water fountain we got him was under $30 whereas even
Walmart has it for $45 and the manufacturer has it for $70.
I bought tennis shoes 1 time but that's because I already owned one just in a different color. I got them for $25 when in store they run $55-$60. Just that color though was that low. The color I had already owned is probably right on price or just a smidge less on Amazon; when I was checking other retails none of them had a price difference for different colors. As a norm I don't buy clothing online.
We just bought at the end of Feb a 50lb bag of eco-friendly/pet-friendly/less concrete damaging ice melt for $18. It was a few dollars less than the manufacturer but the shipping time was less too.
Last summer we bought ink for our printer and it was actually less than Costco's sale.
The list goes on. We've also been Prime members for something like 6 years now and find it worth it..not just for shipping but also deals throughout the year for Prime members, music and video (haven't used the photo storage yet as we use Google photos).
We will often price stuff out when we're in store using the Amazon app (where you can scan the barcode or have it look at the item with your camera).