Just saw this thread and read about how people try stuff on and then go elsewhere and buy, plus ask a lot of questions about bikes, then not buy anything.

I prefer to do the majority of business with my LBS. They've always done good work with fixing my bikes and spent a lot of time with me when I've tested them. They've also answered a lot of questions I've had. There have been issues where I've bought elsewhere. They sell Specialized, Cannondale, and Fuji, but if I find I like a Giant the best, I'm forced to go elsewhere, time spent with helping me or otherwise. I'm not going to spend a ton of money on a bike just for the sake of being a nice guy, but I will put forth the effort to find a very comparable product to what I like so I can give them my business. Just three months ago I went into the shop with the specs of a Scott Scale and told the owner, "I need you to find me something comparable to this in terms of geometry and components, I'd really like to give you the sale." He found both, my wife and I bicycles that were close to those specs, spent some time making additional adjustments prior to our test rides, and wound up closing the deal on two bikes.

For some items I shop at the big box retailers (Performance Bicycles, REI) because sometimes they either have better selections, better prices, or both. I can usually find a better price on clothing elsewhere than the LBS.