With BD, you'll get a good deal with regards to components. With a shop, you'll get to test ride bikes and see what you like. They'll fit it to you, assemble it well, and normally include free adjustments for the first year at least. The chances of you getting this stuff right on your own as a new rider are low which will affect your enjoyment, comfort, and speed. There is a reason why even knowledgeable riders with specialized tools typically go to shops.