I shop everywhere- Hancock's, Hobby Lobby, Walmart, my LQS, and online. The "feel" test is the most important, IMO. Online is a little tougher. I understand that online is cheaper than my LQS because they don't have the expense of a store, etc etc, so I try to patronize my LQS as much as possible, but money is tight so that doesn't always happen. And of course the selection online is much wider. I just bought some Moda's "Nature's Notebook" online from OldCountryFabrics.com for $7.40 a yard- my LQS doesn't even carry that line.
Maybe there should be a FAQ about this- along with pre-washing fabric, pressing seams open or to the side.....I haven't been quilting for long but I sure do know the hot topics!!