PaulRivers gives good advice about price expectations. I think that Bikes Direct offers decent value for $ in the higher end bikes. But there are enough stories about BD that I would pay my LBS the $ for bike assembly and check. On a lower end bike, that eats into your savings. Often your LBS will also provide some kind of free service after purchase and possibly a discount on accessories.
You might want to start out with a used flat bar bike from Craigslist and if you really like it and want more, sell that bike and purchase a road bike. Better than dripping a lot of cash on a bike to find that it doesn't suit you.