I like More beer, but I try and shop local if I can. Prices for grain can be a little pricey, his usually aren't stored cold, not a lot of liquid yeast variety, but something available is better than nothing. Equipment is pretty much always online, but not for cost reasons.
I think Roberts comments on label peelers is spot on, how do you know how do you know if these places store things properly? For the big retailers I'm sure they're rotating through their stock, but most places aren't posting their sales figures.