Typically, I find my hydro store reasonably on par with online; usually a small markup.
However, shopping locally is good. Not only that, Amazon don't have experts to answer questions like walking into a store.
One more thing, the more they get to know you at a grow store, I've found they toss in awesome deals every once and again. For instance, not too long ago I got a 4 cubic foot bag of hydroton for free, because I had gone in twice to pick up perlite and they didn't get it in for me in time. So I got the 4 cubic feet perlite half-off and the great big bag of hydroton free.
No taxes (usually, when paying cash), no shipping costs, friendly, knowledgeable staff... win.
-spek