When site pricing was overhauled and revamped about two years ago (I think), one of the biggest debates was exactly what you just described. Consider shipping costs? Ignore them? What about international costs for buyers and sellers? To combat this, Admin made the shipping cost a separate field.
As such, the shipping portion of the price is not factored in when the "median price" is calculated and shown on a card's page. Take a look at this card. I bought it and added the only pricing data to it. You can see a price of $49.00. When you click on it, you then get more information and can see that I also paid an additional $3.00 shipping. So, the "price" of the card is shown, and additional details can be gathered with more searching if you so desire
Now, as far as what you personally do? That's up to you. Some consider shipping costs a cost of the hobby and ignore it. Some consider it part of their budget and in the price of the card. Some do both depending on the circumstances (me). No right or wrong way - whatever fits your needs best.
I'll never quit collecting entirely, but I am downsizing. Check out my COMC store and help me thin out what I don't want so I can buy cards that I do want. See something you like? Send me a message on here, and we can knock the price down quite a bit. I'll even take a bit of a loss if it means getting you a card you really want.