One time I bought arrows through Bass Pro Shops in Gurnee Illinois, and I was actually very happy with them as far as arrows would go. Fletching was properly applied, and the arrows where done well.

But, I too, believe in supporting your local pro shop and would never do it again. I'd rather talk with the guys I know by name, and who see me more often (they have little employee turn over). And the guys at my local pro shop are just that...PROS!