Try to support your local store front dealer, but don't think you have to do him any favors either. Check prices on the net and expect to pay a littel more at your local dealer- 5-10% but the relationship you will foster is worth the extra $$'s.
Also factor in time spent searching the net, shipping, traveling, phone calls, etc into your price.
If you decide to use a local dealer, the worst thing you can do, IMHO, is walk in with an ad from some place else and ask/demand "How much cheaper can you get me this"
Remember, a good dealer will be happy to spend a good amount of time helping you select your new rifle, but also it costs him a lot of money to have a good selection of guns for you to "finger bang".
Look for a shop with a lot of customers "hanging around". That generally means that they are a friendly shop that will take time to talk to you, not just sell you something. Oh, and also make it a practice to stop in at your local shop and say Hi. Most dealers would rather have friends that buy something ocasionally than annamous (sp) customers that they never have to deal with again.