Dymo Label Printer vs. Laser 8.5 x 11 label sheets?

I have a software for direct mail that offers both standard avery label sheets 8.5 x 11 or a Dymo Label Printer. Labels are freaking expensive, but my laser toner is included in my maintence fee – has anyone out there done the work of cost of dedicated label printers vs. just going to Staples and printing on label sheets? I appreciate your help!