For me shopping online is a blessing, my nearest quilt shop is an hour + away and with gas prices what they are, I can pay the shipping and still come out ahead. I do purchase by mail from the quilt shop when I need something, assuming they have it. The LQS is very good about mailing to the people who are farther away. They also have some good sales and they know what I like and will email me when they are having a sale.
I do get my thread from Connecting Threads as I really like the cotton thread. I've occasionally ordered some fabric from CT and have always been very satisfied with what I received.