Oh, boy, you had to ask that question.
Not to hijack the thread, you might want to search because there are many looooooong discussions of LDS vs. LP vs. ST vs. others.
My preference is to give your local dive shop (LDS) a chance first. Depending on the quality of the store, they will give you great advice and support before and after the sale. Your experience may vary. The shop I like is not the closest one to my home but it is run by great people who are helpful, have a nice shop, have a pool I can use, and have many events and trips that are fun to join. I've purchased a good deal of goods and services there and have always received great advice and friendly service. Other dive shops I've been in have not been such a good experience.
There can be many benefits to developing a relationship with your LDS. Their prices many be higher due to overhead expenses (local building, local employees, smaller volumes, etc.) but I like to support the local guy because he supports the local community, pays local taxes, employs local people, and has a nice store where I can go look at gear, handle the gear, get some friendly advice, and meet other local divers. If I don't support the shop then he may go away and I lose having this nice local shop. Without a local shop I may not be able to get air fills or other things I need easily.
I have purchased a few items from Scuba Toys when my local shop didn't have the item I wanted. They have always given great, friendly, fast service. I understand they are an authorized dealer for the goods they sell so they can assist with warranty issues. I hear Leisure Pro is not always an authorized dealer for all the items they sell and I have heard reports of warranty issues because of this. I have not used them so this is second hand information.
Do your research, have a range of products to consider, shop around, try on the items you need, and buy smart. Smart does not always mean the lowest price ignoring all other factors. Just one man's opinion.