I use a combination of the 3, but mostly internet. Even with shipping it is very often still much cheaper. Of the internet I buy mostly from 3 rivers archery, bass pro & bowhunterssuperstore. If I only need something little and can't wait to tack it on a big order I will do the pro shop thing. I'll also hit up the mega stores for consumables.
Sportsmans wharehouse, Dic%'s, Gander mtn. dunham's.