I'd prefer to buy locally, even though it costs a little more. But the stores just seem to make it hard to do.
I went to a Ritz Camera store intending to buy a memory card - the manager told me they were out of stock but on order, and "they're probably in the shipment we received today, but I don't have time to look - stop back tomorrow." I ordered later that day online from B&H, and it came in the next day's mail, for less money.
I tried renting a lens I was interested in from several local stores, no luck. One store had a new one in stock at another location, said they'd have it sent over so I could test it in the parking lot (I intended to buy it from them if it performed as expected)- never happened. I ended up getting it from B&H.
I've had similar experiences from time to time with non-photo items. As a small businessperson, I understand the problem a local store has competing on price with the online giants, but sometimes they almost act as if they could care less if the got your business.