Sure, if you like the shop, you should give them your business in terms of gear, air fills (if you dive locally), trips, etc... And like any good business, they should be grateful that you spend money with them, appreciate your continued business and work to maintain that relationship. But by no means do you "owe" anyone anything because you started with one shop. Sometimes, other considerations may make it necessary to go elsewhere (e.g. they don't have a trip that suits your schedule or carry gear that you need). You aren't getting married, you are buying dive gear, training and travel! On the other hand, I do agree that it's bad form to pick their brains about gear that they do carry and then buy it online...
I personally think that a dive club is a better way to build a local network of diving friends than a dive shop. This way, you have a lot more flexibility in that you can take your friends to whatever trip works best for everyone, you can socialize between dives, etc... Yes, I know that some shops also run clubs, but I always worry about the conflict of interest - the shop owner wants to build and maintain his or her business, that can affect the tone of the club. Not that they shouldn't promote their own interests, but I think that it's better if the club is a no-commerce zone. That's the way we do it with our club, and we give a lot of dive business to the local vendors as well!
I personally think that a dive club is a better way to build a local network of diving friends than a dive shop. This way, you have a lot more flexibility in that you can take your friends to whatever trip works best for everyone, you can socialize between dives, etc... Yes, I know that some shops also run clubs, but I always worry about the conflict of interest - the shop owner wants to build and maintain his or her business, that can affect the tone of the club. Not that they shouldn't promote their own interests, but I think that it's better if the club is a no-commerce zone. That's the way we do it with our club, and we give a lot of dive business to the local vendors as well!