I have bought cameras from the local store here in CA, bkz I like to have a human back-up and bkz I wanted to support the locals. In my opinion, it's not much different from the web if you're going to 'big-box' stores like Best Buy or Fry's. No human touch there - well, there is for the sale, but don't expect them to remember you next week. Not that they don't have decent cust. satisfaction systems, and all, but really.
I bought a Nikon and a Canon point & shoot from the smaller local store here in CA. I'd say the store's help is more important on a dslr than a point & shoot bkz the dslr is an entry point into a system of lenses and accessories as well, and some experience can help you navigate your starting set-up.
When it came time to buy another camera they didn't stock - Leica DLux 4 (a point & shoot w/great low light capabilities (I hate flash)), I looked around on the web and found some good suppliers. You eventually get a feel for the best ones. Some pros who post their photos talk about their sources, etc (I looked for photos posted that were shot by 'my' camera.
In most big cities there'd be a store used by a lot of pros - in S.F., it's Adolph Gasser & Co. And there are comparables on the web. I believe the folks I ended up using are patronized by a lot of pro shooters, though it was mainly a question of availability - just like an RWI watch junky, I'll spend forever researching, but once I'm ready to pull the trigger, I want it NOW!! (And I was going on a trip, of course). Anyway, the folks I used were B&H Photo in NYC. They did good. Good prices, too. BHPhotoVideo.com
Cheers