I agree with everyone else: if you're going to use the local store for advice, browsing, and tryout, I think you need to be buying things there if they carry them. They're not in business for their health, any more than you go to work every day just to pass the time.

I don't think you have an obligation, if they're not carrying something you want, to ask them to special order it. However, it's always an option.

I like Phat's idea of going to the store and giving them a chance to price match.

Also, if you buy online to take advantage of "rewards" such as REI's dividend or Moosejaw's Reward Points, talk to you dealer - maybe they'll make you a similar deal (Will you give me 10% off if I spend more than $500 here in the next 6 months?) My local store didn't wait to be asked; they set up their own reward program, giving store credit. I redeemed my $50, and spent some more while I was at it.

I still shop online, but I only buy stuff they don't carry.