At an LBS that I'm familiar with, special orders are considered a very important part their business. It's a big shop so economies of scale help. They're always ordering special parts for service too, of course. You pay list price and it's 100% refundable if the item is not what you wanted or expected.

If you want to support your LBS, give them the opportunity to order it for you. It's up to them to decide if it's worthwhile or not.