I almost always buy in person. Ammo, guns - for sure. Typically shipping costs negate any savings. If it is something I cannot find locally, then I will order. I ordered my P99 holster thru Midway USA because no one had a Bianchi locally. And, I order HK mags thru the mail, because of great deals on them.
My local shop can order many things - so I often just let them do the ordering.