I must agree with that last issue (even without Rockwell's Adorama kickback). It's likely true that an item will have been tried a few times at a local shop, but it also will usually have been carefully handled, and you'll be pretty sure it's working right, and sometimes it's pretty obvious the thing has never been out of the box. The amount of use most gear gets from a shop is probably about what you'll put on it in the first week.
One other issue, which I think Steve Perry has brought up here, and which I've found to be the case, is that local shops will sometimes have items in stock that are backordered on line. When the 200-500 lens was nearly impossible to get from the major mailorder outfits, my nearest camera store had it on the shelf. I still buy some stuff from the retailers, but there are few enough local shops and when they have what I need, I can try it out, and buy it there.