Like most anything else, it depends on whom you trust. It also depends on the size of bonds you're doing. If you're buying a large lot, buying in secondary will probably be cheaper than buying a new issue.
On the other hand, if you're buying a very small amount, many times you can find them very cheap as no brokerage wants to have a small lot hanging around.
Here's the bottom line, either you have a broker who you trust and is doing a good job for you, or you don't. However, if you're not a client, but instead a customer, it's silly to think anyone is doing anything to benefit you.