It's one thing to buy parts or ammo online, but I wouldn't buy firearms online unless there was no way I could get it locally, or the price difference was astronomical.
But say on something like a shotgun that is selling for $750 locally, and online has it for $650+$50 s/h. So sure, you're maybe saving $50, but then what? What happens if something is wrong with it and now you have to ship it back? Compare that to easily bringing it in again.
Also, it's hard to beat holding something in your hand and comparing it to other things in the category so you can see what you like. Having that option costs the store money, which in turn costs you money, but it's money worth spending.
IMO, the worst jack-@$$ thing you can do is go into a local store to try everything out to see what you like, and then go buy that model online from some place that doesn't have a store with employees and a showroom. Good job, now you've just taken advantage of your local store for your personal gain, and with any luck that store will close because of people who do that, and now nobody can go to that store anymore to hold things in person.
I've bought two guns from Bass Pro, and even Canadian Tire near me because I wanted to support them selling firearms again. When I recover financially from my Daniel Defense AR I just bought at Epps, I'll likely buy my first shotgun (Benelli Supernova) at Cabela's to show my appreciation to them for coming to Barrie.