I use both. I buy what I can from my local shops, as long as the price is at least comparable. Some stuff I am forced to order online because it’s not available locally.
Heavy stuff like soil, or anything else that would cost too much to ship, I always buy locally.
I like buying nutrients from my local shops too. I’ve bought nutrients online that came with the seal broken and water added, or had mold/slime growing inside the bottle. I know my local shops well enough to know which ones to buy nutrients from and which to avoid (believe it or not we still have shops that water down their bottles of nutrients).
All my MH, CMH and HPS lights/reflectors were bought at local shops. All of my LED lights I bought online. I have one website I normally use. They are a “small” business based in the US, don’t charge tax and pretty much always have the best price. And the owner is great. The same lights in my local hydro shop cost hundreds more. I like to support local business when I can, but I am also on a semi-tight budget so price matters to me.