I would gladly by from a number of local gun stores. But one has ripped me off (I paid cash in advance for a special order, he ordered the wrong gun, I asked for my money back, he kept "his" $25), another was purchasing ammo at our local discount store and driving down the block to mark it up 100% (the local discount store stopped that by marking the boxes with their store name!), and the third wouldn't give me the time of day as I shopped with money in my pocket.
So, there are two stores I will buy from. One, has treated me right on a lemon Brank K 1911, and the other is just plain old good guys. First shop doesn't do internet at all - he'll phone S&W or Springfield or whoever to get a price on something he doesn't stock. The other guys go straight to the internet to price/order. In both cases, if they don't have the gun in stock I have no twinge of guilt at all going to the internet source to buy, and I gladly pay the $30 transfer (about $11 goes to the State, rest to them). I buy "stuff" from both guys, and have bought used and new guns from them.
BUT: even in the case of the "good guys", I DO price shop. I can only go so far to purchase from them - $20 maybe, $150 no way. And because I purchase other guns from them, and holsters, and ammo, and etc, I don't feel a terrible pang of guilt if I get a super deal online.
As to the other three nice stores that I won't spend a penny in? I comparison shop the heck out of them - I handle the guns, I look, sometimes drool, and they get exactly the amount of business that they have EARNED. And on that count - internet vendors have to EARN my money, as well! Price alone is not the only factor. But in the end, I get to make the decision where my money goes, based on the BEST VALUE.