It depends. For example, after demo-ing the living bejeezus out of the Rossignol Bandit XX, I decided to buy it late in the season. Problem: The XX was so well received that it was sold out in my size. After calling many shops without finding them, I found them on Ebay, my size, new in the plastic, and got them for $350 - not too shabby!
If I had found them locally at a shop I know, I probably would have tried to work out the best deal possible and gone for it - but I didn't find them there. As a result, I got just what I wanted and spent less than if I'd bought them locally.
If there's something I know I want, if I find it brand new on the Internet, and the price is much better than I could expect buying from a shop, then I'd go for it. Sometimes, I buy things on the 'Net just because I can't find them elsewhere - such as tennis shoes. I don't mean what passes for tennis shoes, I mean shoes made for actually playing tennis. I also have great relations with a local shop and do business there every chance I get, for skiing especially. I wouldn't get boots anywhere else, because the personal hands-on component of that is very important.