I don't want to do that, because the procedure you suggest feels like "abusing" local bike shops. I have many friends who work in local bike shops, so I may be able to pull some favors, but in general, I would not advocate doing what you suggest. I can always offer to the shop to be able to match the price I was able to find online, but I would need to be up-front about it and consider the possibility that they will say they could never match that. In general, I would not go into the shop and test-ride their stuff unless I seriously intended to give them my business, or unless I intend to make a significant non-bike purchase at the shop while I'm there to compensate them for the use of the test-riding service which they provide (and eBay does not).
I might not feel too bad about doing it to the couple of shops in town that I think are populated by D-bags, though...

I have nothing against eBay -- I bought my tandem on eBay after paying to rent a tandem at a brick-and-mortar shop and tipping the shop guy generously. I would prefer to use manufacturer demo days to try to do this same process, but the demo days may be too few and far between to do this effectively.