Yup. The GRO fee is £9.25 for a full certificate, including postage (air mail if overseas). Anyone else offering to obtain certificates for you will pay the same price. The difference between the two prices is pure profit for the third party! Purchasing direct also means you get the certificate quicker (normally despatched within a week).
The GRO website is, admittedly, a little bit less than user-friendly, but if you follow the instructions carefully you should have no trouble. If you have the GRO index reference, make sure you check the appropriate box on the first screen. On subsequent screens, only enter the required (starred) information.
If, however, you are unsure of the reference (perhaps because there are two likely candidates) or are unsure if the refence is for "your" ancestor, then check "no" when asked if you have the reference. You will then get the opportunity to specify some criteria (such as mother's maiden name etc) that you hope will identify the right cert. The GRO will search for a matching certificate. You will not be charged if they fail to find a match.
Hope this helps