Suprisingly, my LBS can get me stuff for about as much as it costs online. I also always like being able to shop somewhere where people know my name. It seems like it builds more trust and accountability for both parties.

My process is usually:
1. Look at product online for reviews, specs and price.
2. Go to LBS and see if they have it
3. If it isn't way more expensive, I'll get it. If they have to order it, it's usually as cheap as online because they don't charge me shipping if I wait for their next parts order so I get it from them.
4. If LBS is way too expensive or can't order it, I'll get it online.