For the most part it's very difficult to ship, usually $100. Each would have to be shipped seperately, via freight.
Unless you are buying very high quality mattresses (where B&M markup is higher), the cost difference isn't much.
Keep in mind you are supposed to negotiate at a lot of mattress stores. I just bought a new mattress in August, and thus was my experience. I ended up getting my matress, along with my bedframe, at Eurway (but I think the chain it confined to Texas)