It all depends upon what you're looking for IMO.
Bow? Local shop, even if it's more expensive the service you will get, 90% of the time anyhow, will be superior.
Camo clothing? Price and selection is far better online or at a major retailer. But don't forget to check for sales at your local shop
Broadheads, arrows, etc.? The dollar or two more you'll spend at the local shop is more than worth it for the knowlege and assistance you're supporting.