Several reasons.

1. It's good to support the local shops. You build a relationship w/ the shop guys and it will pay off.

2. Service both before and after the sale. The pro shop is going to set you up RIGHT, not just set you up so it works. The mega marts don't much care, and the folks behind the counter setting you up are hired off the street and don't necessarilyknow what they are doing. They just know the basics, and the essential "how to's".....Setting a bow up is easy, setting it up RIGHT is an art form, and that art you will NORMALLY only get at your pro shop.