This just isn't an issue. I've made dozens of online (and mail order before that) purchases over more than 30 years and never had a problem.
Having said that, though, it's a good idea to support your local bike shop when you can, for a number of reasons. At least remember to factor in the shipping cost. If you "save" $5 on a $30 item but pay $7 shipping, you don't come out ahead, and next time you need a tube on Saturday morning, your local shop is out of business.