I think the only things I've bought from LBSes have been socks and gloves. (Well, not counting the one jersey from a bike shop in Arizona--they had a decent selection of women's clothes.)

TE, Amazon (well, Backcountry and Bikesomewhere via Amazon), Performance, and Primal Wear (direct) are my usual sources. I don't buy that much because I'm not riding a whole lot these days, but as it gets warmer...I should probably buy another pair of shorts!