Well... I would buy from a LHS... If I actually had one that was any use.
Most of my gear comes from Japan, couple of reasons.
One, the Tamiya dist. over here basically doesn't support the TRF and TB line of cars. Yes you can buy the kits, but parts etc are v.hard to come by, and expensive.
Buying in from abroad is pretty much the only option if you a) don't want to wait 6weeks for a part b) be bankrupt after a particulary bad weekend...
Still, I've never had any problems ordering gear from abroad, I've used Speedtech, Rainbow Ten and RC Champ. I do tend to buy other parts such as tyres, motors and equip over here, from a couple of on-line retailers (see my first line for the reason) and thats pretty much it.
If I need something asap, I'll use the at track shop, simple.