Big box stores do suck, but if you want new digital gear, they are usually decently priced and have good warrantee and believe it or not the people at
B&H are fairly knowledgeable.
I tend to be only buying large format gear so I buy it from people I trust on film forums and off of
eBay.
If they still sold a new large format lens that I needed, I would buy it from
B&H though.
There was a time that smaller canon sellers could undercut
B&H but canon changed the rules on selling their gear a few years back so everyone is selling at roughly the same price... So it doesn't matter where you buy, I can't say about Nikon, and I wouldn't bother with the others, Sony still has a lot to catch up on for serious pro's, and Pentax will never quite compete, they are the quirky 3rd party. And Fuji only make prosumer designs. And Leica... Well... No one ever actually uses them, just keeps them shiny and polished on their shelves. Hehe
Anyway the point is I wouldn't try and find a local retailer just to avoid
B&H but if the prices are close enough, it doesn't hurt to support local.
If it's other gear like tripods etc, I would only buy from a big box, they have much larger options and give you the best choices.
Good luck!