That's the best way to buy regs in bulk quantities, unless you want to buy from another player. If you mark runes to all the mage shops/vendors, and buy each out in turn, in under an hour most will be selling you 999 at a time. Do three or four shops like this and you can collect 50k+ without too much hassle in a very short period.
Oh, and for this, shift-double click is your best friend - I used to run a regs vendor, and doing an hour of this provided me with a weeks' worth, no worries.