I like to support my LBS but if a good deal can be had someplace else or it's something they don't carry I wouldn't worry much about it on a road bike. They are relatively easy to maintain and don't need much care. A mountain bike on the other end will be bought at the LBS as I'm sure I'll need help bleeding brakes and fixing crashes, which occur quite often on a MTB bike.
Bottomline - Get what you like.