In general, I suggest you support your local businesses ... if they are worthy. If they offer quality products and services at a fair price, use them. But if they don't, look elsewhere, such as on the web.
Unfortunately, my favorite local music store closed down. I don't know the inside story, but they suddenly announced they were closing this and four other stores they owned in other cities. This is particularly disappointing because there aren't a lot of alternatives. There are only two other music stores in the area. One is very specialized and their specialty isn't what I need.
The other music store is run by evil crooks. A plain crook will just take your money and not give you something of equal value in return. I don't really mind crooks much: buyer beware. But these evil crooks also take advantage of young people who have no alternative other than them. Kids and teenagers can't travel far for their music supplies and music lessons. This particular store is the only place around for music lessons, and every Saturday the place is packed with high school and middle school kids taking their lessons. I don't know if their prices on their lessons are fair, and if the teachers are good. I hope so. But their prices on the products are consistently double what I used to get at the store that closed down. The other store was just a little over what you could find online, and that is fine. Charging kids double when they have no other choice is evil.
After a run-in with the evil crook's store over their return policy, I decided to blast them with a negative online review. When I got there, I found a dozen reviews blasting them for the same things already. I thought I might have been too harsh until I read the other reviews.
I have used two online music stores for years. They are very different from each other, so you should check out both and decide which is a better match for your needs.
Musician's Friend is a good all-round music store. If you are looking for fairly normal music stuff, they are a great choice. Good prices, good products, and good service. Particularly good for guitars, basses, amps, and drums. A little light on band instruments, but a great supply of band instrument accessories.
Elderly Instruments is where I go if I want something out of the ordinary, although their normal music stuff is good too. Their used and collectible instrument selection is excellent. If you play bluegrass, old folk, Celtic music etc. their "Folk/Other Instruments" section is the place to go. They also have a wide range of parts, such as guitar bridges, tailpieces, and tuning pegs.