Me, I like to spread my gaming cash around. I buy from the local gaming stores, the chain book stores, and the internet versions of both. Each has advantages and disadvantages, and since no one source manages to have all the advantages and none of the disadvantages, I'll probably continue to do so for the foreseeable future.
The chain book stores have the shallowest selection, but they're more conveniently located and open later than the local game stores, and for a nominal fee I can get a discount card which also saves me money on other types of books. Non-book gaming items are hard to come by though.
The local gaming store has a broader selection, including dice and minatures, as well as a way to meet other gamers. They tend to have new releases before the bookstores, and can usually give an accurate estimate of a product's release date. Also, occasionally they will surprise me by having an item in stock which I haven't been able to find elsewhere, even on the Internet. However they're usually the most expensive option, and as previously mentioned aren't open as late or as conveniently located as the chain store. Also, I personally haven't had very good luck when trying to special order items through them.
The Internet bookstore offers the best price, and their gaming selection is usually somewhere between that of the chain bookstore and the local gaming shop. Orders can be placed at any hour of the day or night, and for anyone with Internet access at home or work, they're as conveneitnly located as the nearest computer. Service can be highly variable, and if something goes wrong with an order it can be a Herculean task to get it set right. The biggest disadvantage is that shipping can take anywhere from a few days to a week or longer even on items which are in stock when the order is placed.
The Internet game store has the broadest and deepest selection, and usually offer discounts at about the same level as the chain bookstores, though usually without the need to purchase any special membership. Like the Internet bookstore, orders can be placed day or night from the convenience of the nearest computer. Shipping costs are sometimes higher than at Internet boookstores, though the biggest drawback to the Internet game store is the time it takes to receive an order.
I'm glad to have all four of these options, because I really do make use of different ones depending on circumstances. Just looking over my purchases in the last month or so, I bought Dungeon at the chain bookstore, a whole bunch of Star Wars Minatures, a module, and one set of dice from the local game store, ordered the World's Largest Dungeon from an Internet bookstore (whether it will ever actually ship or not is another matter), and bought some more SW Minatures, a few hard-to-find modules, and a set of dice in a color the local gaming store didn't have in stock from the Internet gaming store.
That's pretty typical of my distribution of purchases. Broadly distributed stuff that I'm in no particular hurry to get the day or even the week it's released I buy at the chain bookstores. Stuff that's less widely distributed, or is a new release I'm anxious for, or has an impulse buy quality to it, I get from the local gaming store. Expensive stuff that I can save a significant amount of money on I get from the Internet bookstores. Things that I can't find anywhere else I buy from the Internet gaming store, though sometimes I'll buy other things too while I'm at it even if it's something I'd normally buy elsewhere.
