By buying online, you will not be able to get any of the free "new owner" classes offered by every local dealer I've ever known, nor will you be able to build a personal relationship that may just get you some added perks down the road. The dealer is a major factor in where to buy a machine, and price is not the main reason why.
If price is the only reason you're thinking of buying online, by all means give your local dealer the chance to compete.