There is nothing like hands on. The more expensive the instrument, the more important it is to play and hold the instrument you will get. That is the main reason for buying from a store. You get spend a lot of time with the instrument. I have no experience with this, but others probably tell you that the different guitars of the same model from the same manufacturer will play and sound different, so if you play one in the store and then order from Musician's Friend, who's to say what the one that comes from the Web will be like?
I wanted a hard-to-find archtop (maybe a benefit of buying on the Web--you have access to hard-to-find stuff). I saw one in a store (Music Emporium, Arlington, MA. The next closest store was in Brooklyn, NY!), and it was at least $500 more than the guitar from web site (J Hale Music.com). I went to the store, prepared to ask them to make an accommodation so could buy the guitar there. Unfortunately, they were pretty busy that day, and a full half hour went by without someone coming by to even pull the instrument down from the wall. So I ordered from the Web. Big risk. Big savings. I had two days to learn all I could about the guitar. Within that two days, no-questions-asked return. I liked it. I kept it.
So, get your prices straight, and in your mind have an amount that you would pay "extra" over the web price to be able to buy what you try, and to be able to buy locally. Be straight with the store--tell 'em what you are going to pay on the web, and tell them you'd rather buy in the store. And be ready to walk if the store isn't ready for your business. (The store will remind you about shipping, insurance, and risk. The store may also try to scare you, like it did my friend, by saying that the Web is a dumping ground for seconds.)
Also, MF will have big-company policies, which probably is in your favor, making the Web purchase less risky. (MF is owned by Guitar Center, I think.) Especially if you order from the Web and if you aren't all that experienced, get the new instrument to a tech for a set-up right away, so that you can be reassured that everything is OK.
(BTW: They pack these things pretty well. I bet UPS brings guitars to your local store, and UPS would probably bring a Web guitar to yu.)
Good luck.