It depends on what is important to you.
Companies like Leisure Pro offer great deals and huge selection of equipment. They also have good customer service. However, when you purchase from them, it is "buyer beware".
They buy much of what they sell from sources other than the manufacturer. That means, for many of the items they sell, you are purchasing a "used" item, or a item that has not been tested in the US.
So, for example, if you buy an Atomic or Aqualung regulator from an on-line dive store, and you have a problem with it, the manufacturer will not help you. Both of these companies do not allow their equipment to be sold on line. Why? Because they want to make sure the buyer has been trained how to use their equipment properly. They feel the best way to accomplish this is through a dive center.
Many local dive shops will not help you, or you will pay a premium to get the item serviced, if you purchase it from another source. If you want to return it to the on-line dealer, at it is outside their warrenty, they will not be able to help you either. Chances are, they may not have another to replace it with anyway.
As long as you are aware of what you are purchasing, shopping from on line dealers can save you money. But if you are unsure of what you are purchasing, go to the manufacturer's website and check it out. Then talk to your LDS, find out what how they can help you get the gear that is right for you. You may be surprised how much they can save you too.
If you want to know if an on-line dive store is a dealer of the product you want, just go to the manufacturer's website. In most cases, it will say.