You only took half my meaning. Granted some spokes are impossible to find locally (I have some). But if you have to order them online, get more than just a replacement for the one you broke. Get a whole set and spread the shipping cost. You'll likely need them soon anyway.
You have a point but I'm still going to disagree. The big savings comes, not from shipping costs, but from buying the exact number of spokes that you need. I have the ability to buy bike parts at wholesale cost and, for my last couple of wheel builds, it was still cheaper for me to buy spokes from wheelbuilder.com. The last time that I bought spokes on line I think that the shipping cost was under $10.00. That's only 5 or 6 spokes worth and I bought the exact number of spokes that I needed.