The two guns I've purchased so far ("only 2?" I'm a noob, so cut me some slack
) both came from the local shop and both were more expensive than big box or online.
One of them was 10% more than the big box, but the local shop actually had it on hand. I don't mind paying 10% to have the one I can see and hold today rather than wait and hope they ship a good one.
The other one was about 25% more than
purchase price online. Again, it was on hand, I could chose the one I wanted, and when you factor in shipping and FFL the cost was a wash.
I don't mind this at all since the local shop has excellent service and real knowledge about what they carry. And they sort of specialize in old military rifles, which are my favorite.
Their ammo prices are pretty high though, so most of my rounds come from the big box (I usually do get some from the local when I'm there though, big box is a lot closer as well).
IMHO both types of store have their place. Sometimes I just want to swipe my card and get a product, other times I want some service/advice/first hand info and that is definitely worth paying for.
As someone else said, if I spend a bunch of time fondling a gun in the local shop, if I decide to get it I like to get it from them since letting me check it out first is a service that has value.