There are some things I just try to buy local... laptops and displays (TV/Monitors). In the end, if you get a bad one, it's usually apparent within a day or two, and it's far easier to deal with in a store. I think I just have bad luck with TVs and Monitors though. Despite doing research, about half the time I order either via Amazon/Delivery, I regret it (last time 42" 4K monitor was DOA).

Almost everything else, I tend to favor Amazon though. But I find myself looking locally more and more.