I'm surprised that the LBS do not offer a test ride... that's how they build a loyal customer base. Also, it's not just the test ride, but the long term customer service that you want. Things go wrong, and when they do, you want a shop that can trouble shoot and help you out. Hard core cyclists at the university I work out keep going back to one LBS - you can be sure they've dropped thousands of dollars on them, and a good reputation spreads fast.
In fact, all four LBS in my town are pretty good. Any cycling friends or bike clubs that can give you a recommendation on where to go?
If no LBS really meets your satisfaction, then yes, you might just have to order online. The catch is getting an LBS to provide service and maintenance. Sounds like even if you're willing to pay, they might be too boorish to even service your bike.