If you have the extra cash to subsidize your local hobby shop by all means do so. But if your budget wont allow it, get the best deal you can.
Unfortunately, it takes money to keep racing. If saving 10-20% will allow you to keep racing or bashing do what you got to do.
Ultimately both shops and racers need to relax on this issue. Give your hobby shop a chance, but if they can't come close, go for the on line deal. And hobby shopes need to not hold a grudge against someone if they didn't get all of their parts there.