I think the answer to this question is inextricably tied to what you are trying to collect.

As some have said, they are aiming to complete older collections, so online is going to be their predominant method of aquisition.

I'm on a uni student salary, so focus largely on recent releases. If I was smart, I'd buy all online to take advantage of the cheap dollar, however I don't have a credit card, so I buy from the brick & mortar stores.