Well, i answered "all at FLGS", but that's not precisely true. First of all, i've bought a reasonable number of PDFs, and those i have to buy online. Second, i buy quite a bit at conventions--mostly used/OOP stuff, but also some of the small-press games that i either know or suspect the FLGS won't be able to get in. Third, probably more than half my gaming dollars go to used RPGs, and none of the 3 FLGSs in town have used games, so that means one of the 7--yes, count 'em, 7!--used bookstores in the area that carries used RPGs.
As to buying online: personally, Amazon won't get my money (for books, CDs, RPGs, or anything else) unless i can't get a local shop to sell it to me--and with 3 excellent FLGSs, Borders, Barnes&Nobles, and something like a dozen independent bookstores in the area (and probably Waldenbooks and/or B Daltons--haven't been into the mall in years), that's yet to happen. Similar reasons to me not giving WalMart my money--until i'm convinced that the business is good for society in the longterm, i'll refrain from supporting it. Not preaching, just 'splaining.