IMO it's better to buy online. The reason I say that is that I have had better luck with online purchases. The fish I have ordered have seemed more healthy then the ones bought locally. I would have to say that if you buy them local then they are being moved again. They were shipped to the LFS and then removed from their tank and you take it home. It seems to me that you can leave out the middle man and just have it shipped to you and eliminate the middleman especially if you don't know how well they get acclimated. Of course some will say to buy it locally of you can to help support your LFS, well, it depends on who the LFS is.
I just had a fish die today that I bought locally. The last one I bought locally I had to keep in QT longer because he got sick. The ones I bought online were totally healthy with no problems all the way to DT.