Okay, here's a quick primer on creating wanted lists from sets in Bricklink, and shopping for the parts you need.
Once you've logged in to Bricklink, start at the Wanted tab at the top. In the sub-tabs, you will see "Part Set". This takes you to a form that can be used to put all the parts in a set into your wanted list. There are a lot of options on this page, I'll hit the key ones: Set Number - obviously this is the key to the whole thing. Put the set number of the set you want. "Add to" You probably want to create a new wanted list, naming it after the set, for example, "Imperial Inspection". For "Wanted In" I always select "New", because I prefer to buy new parts, and it makes it easier to add the parts you need when you're in a store. Otherwise if a store has used and new of all the parts you need, it complicates things. Plus, you're more likely to find the most parts you need from people selling new anyways. Finally, DON'T FORGET to check the box "Set My Minimum Desired Qty for each Item to Qty of Items in Inventory". This should really be checked by default - basically it's what specifies that you actually need X number of a certain part.
So, now when you click "submit for edit", you'll get the full parts listing. You can go ahead and remove any parts you don't need here. Or, if you want, you can just remove things like the minifigs, and come back and edit the list later to remove what you don't want. Once you click "Verify Items", you'll get one last look at them before you "Upload" them into your wanted list. To get back to this list from anywhere in Bricklink, you just click the "Wanted" tab, then the "My Wanted List" tab. By default this will show all your wanted items if you've created multiple lists. You can view just one list by selecting it from the "In" drop down menu.
If you want to remove more parts, you can click a category to view just the parts in that category, or you can click the "show all" to see all parts in the wanted list. Once you are looking at the parts, it will want to show you all the stores that have each part. If you just want to see the parts (For example, to remove some), there is a drop-down menu all the way to the right where you can select "Hide Items for Sale".
If you're ready to start shopping, click the "By Shop" tab under "Wanted". On this page you want to select your wanted list name, and sort by "Lots (Unique)". Basically this will show you which shops have the *most* parts that you need. If you select the store, it will take you to that store, with a view of all the parts that store has on that wanted list. There will probably be several pages of parts. On each page, you can click "Auto-Fill Cart Min" to fill the fields in with the number of parts you need. Then you just click "Add selected items to shopping cart". Keep in mind that if there are, say, 6 pages of parts, you'll have to do this once on each page.
You'll have to do this at several shops to get a feel for which is the cheapest. There is no magic "show me the cheapest way to buy all the parts I need from among all the shops" button. Once you decide to buy some parts, you need to remove the parts you bought from the wanted list manually. (At least, if there is an automated way to do this, I haven't found it.) Now you'd have a smaller wanted list, and you can start the whole process again. Obviously, at some point we all have to decide how much time we're willing to put in to save some money scavenging! Good luck!