Always good idea to support your local bike shop.
But some there will be some things that are just simply cheaper and quicker to get by ordering online.
I buy all that I can from my local shop, but if they need to order it, then I look at ordering it myself if it's more cost effective.
I bought a bike last week, they knocked off 15% the bike price, just because it's me, a loyal returning customer, they threw in for free a set of ergo lock-on hand grips and eggbeater pedals because they knew that's how we do it. great team at my local bike shop! oh, and I got a free hat too