I buy some supplies locally, but our tack shops here do not have a great selection and do not carry the brands I tend to purchase. Most of our stores cater towards the racing industry, so while I can get great halters/barn supplies/etc locally, I cannot find most tack and apparel brands that I like around here. When I do, selection is limited and quite often, significantly more expensive than ordering from SP, Dover or RW.
In my case, my last two orders from SP were a)easy boots which yes I can buy here, but I wanted to be able to return for a refund not store credit if they didnt fit and b) TS Trophy Hunters on sale, which only one of our local stores carries in limited quantities.
When I lived in NJ, I shopped almost exclusively local because there were so many good tack shop options. Here, mostly online.