Well, it depends... if your LHS isn't really helpful and they are gouging you on the price, then I say go online and use forums like this for support.
If they aren't really helpful and their price is a hair over what you'd pay online + shipping, then I'd go to the LHS just to help them out. You don't want your source of fuel and quick parts availability to go out of business, so shucking up a few extra bucks to try and help keep them around may pay off in the long run.
One of my LHS's is pretty new (year or so) and completely useless for help, but they are nice guys that will order anything I ask for without hesitation. Usually when I order something, they ask if it's a common item. If I say it is, they buy two and add it to their in-stock list. Trusting fellows... hopefully they last a while. They are both plane guys, but like all RC's.