I have bought from a couple of online shops. For the most part I was happy. I did have a couple of super deals that I canceled because I was shocked that when I got to the checkout they were charging insane amounts for shipping that is some cases wiped out the savings. I try to buy from my LDS as much as possible. I buy my dive video gear online because I use the cheap Gopro clones my shop doesn't sell. I will make some purchases where I am buying clearance items that are hard to find. My last purchase was a pair of clearance boots for $19.95/free shipping. If you can, buy from the shop where you fill your tank. If the money is that big a deal, tell them what you are interested in and what types of prices you have seen. They may be willing to offer a comparable deal or explain why they can't (the online super bargain may well be a gray market product with no Manufacturer warranty). I pay for gear in cash, that is usually good for a discount since the credit cards will charge them 3%. No shipping, no mailing back and forth, if they make a special order, it is on them if there is a problem. I also can't order airfills online and they can't stay in business if I make all my big purchases from an out of town warehouse.I am going to the Caymans in March on a trip arranged through the shop. I looked at a few options through other vendors and they had one of the best deals, with the fewest hassles.
Don't window shop the store and then buy online, because the online store isn't going to pay the LDS for their time and expertise. How much are really going to save?