Work a deal on the whole lot at LBS. But online is almost always cheaper. Look up prices of things you want then go in prepared.

I bought my SIDI shoes and Keo pedals from the LBS at time of bike purchase. In retrospect I massively overpaid on the shoes and pedals. Those online bargains are tough to beat.

That said, I was happy to give him the business, and happy to be riding right away without having to wait.