i buy almost all of my parts online, even with shipping it comes out a lot cheaper than at the LBS. exceptions: tubes, chains, maintenance parts, etc. I could probably save a few bucks buying online but if I am buying a tube, its because I need one and dont want to wait for it to be shipped. convenience goes a long way for maintenance parts. I bought my bike on CL.
that said, when I am not buying online, I shop 99% exclusively at one LBS, i chose them based on their attitude. they dont have the elitist attitude that if you dont ride a $3000 bike and have all of the fanciest gear, you aren't worth their trouble. they have always been helpful and willing to offer tips and advice, even before i ever spent a dollar with them. When the time comes for me to buy a new bike, I won't hesitate to go back to them.