Even the best fish store can't teach you how to operate a reef tank. It's like asking the nurse in the delivery room how to raise your kid. It's just too complicated an endeavor.
I have not used Aquarium Depot. I have an excellent local fish store. I prefer to do business with local merchants whenever I can. I do not want them going out of business by my and others insisting on discounts they cannot afford to give. We have lost some pretty decent LFS stores in the last decade. It hurts us for them to fold.
That's a very good mentality. One that I have a lot of respect for. I'm from the Midwest and in a more rural area, so salt water LFSs are few and far between. I'd love to support local/individually owned LFS, but shipping is a way of life for me.