The key to effective bike shopping experience is : NEVER PAY RETAIL unless you're so desperate for an item that you can't wait for a sale.
That being said - Performance bike shops will PRICE-MATCH anything that you can prove is a legitimate price. For instance - the barend lights that were cheaper in their catalog or on their website - the retail store will match that price IF you bring the catalog, or a printout for their web advertisement in to the store. They'll also match SuperGo and Nashbar prices, but it has to be the exact same item. For instance if the Performance website has a special on yellow Eggbeater Candy MTB pedals, and the store has yellow and gray ones in stock - you'd better like yellow 'cause they won't give you the same price on the gray ones.
I've got bike friends who carry all of the current catalogs from all of the major retailers around with them when they go shopping, just to make sure that they're getting the best price.