The question is, where do you draw the line on supporting the LFS / specialty online stores and saving money?
I purchase gear and supplies from all the sources you mention.
If I need it NOW, I go to one of my favorite two LFSs. Hopefully one of them will have it in stock. In a true emergency (any leak), certain employees will even open the store for me after hours.
If I need it tomorrow or the next day, I might go
Amazon if they have exactly what I need, since we've got Prime membership with free one or two day shipping. (Here in Seattle, it's one day for many things.) If they don't have the exact item or it's not available with Prime shipping (many specialty items aren't), then it's back to the LFS.
If I need it in the next week or so, it's Bulk Reef Supply, Marine Depot, or AquaCave. I always go for free shipping, and make maximum use of bonus points, coupons, etc.
If it's a BIG purchase, like a new system, I'll go back to an LFS. I get to give them some (hopefully) profitable business, I can arrange for delivery and installation more easily, and if anything is damaged or nonfunctional, returns/replacements are also much easier/faster.