Thanks for all the replies, gents. I guess part of this has to do with being a "newbie," maybe? I am the type of customer who asks questions (as I said, I'm new to this), some might be and probably are stupid. And I genuinely would prefer to give the guy I can see my money instead of some other guy in Southern State, USA, my credit card number.
As I said, I've been at this hobby for about two years. It's happened that I've walked into a LGS, ready to buy a gun or ammo, and left after feeling like an idiot for asking the difference between 223 and 556, or whether I should buy shot #this or shot #that for pheasants. Another shop in town, when I went in looking for a 243 for deer hunting, the owner asked if I was looking for a gun for my 12-year old daughter (I don't have a daughter).
Compared to that, at the big box store, the kid might answer and the "gun guy" comes in after being called over the PA system, and we chat for a while about the + and - of this shot vs that shot, and this gauge vs that gauge, and trips to South Dakota, and other things, too. And I save 40% on that ammo b/c I didn't buy it from the guy who called me a "kitty cat that starts with p" for wanting 243. I guess, as the first gentleman said, that I don't understand economies.
Good point about being able to handle/inspect/shoulder the firearm. I must admit to not considering it that much...I just assumed that, if I shot my buddy's Ruger GP or S&W Model 686 or Big Boy or BLR or whatever, that (assuming the model I shot one is in current production) the one I got online would be close enough. Given the expense of some of the guns I'm looking at, and the state sales tax here, the cheap transfer fee and 20-35% discount is a considerable savings.