My last bicycle was a brand not carried by my favorite lbs, but they were able to order one for me. I could have done it myself, but I like giving them business and if they hadn't assembled it correctly (not a worry really, their mechanics are good) I would have recourse to get it fixed. If I did it myself and goofed it, it could have costed me a whole lot more.
Really, decide on what you want and have the lbs get it for you. I'm sure they'll be happy for the business!