Watch out dude... you could be heading into a big mess. Serious.
For my band, we got all our stuff through them. And to be honest, they never did anything wrong, but we had an experience that did drive us away from that sort of thing.
I baught an amp throught them. It was ok, no problems shipping yadda yadda yadda. But a few months later, it broke down. I thought "no big deal, it's still under warranty".
So i went down to the local shop and they said... "Nope, sorry. Can't fix it."
"Why?"
"Because we're not set up to work on Marshalls amps, and we're not allowed to get a warranty service contract with 'em."
"They won't let you?"
"Yup... Marshall is like most the other companies. They're territorial, and they don't think that they need a repair center in this area. But there is one in this other town... an hour from here"
So we pondered this. Do I really wanna go an hour to drop it off, drive back, then drive there again to pick it up, and drive back again? Or... Do i wanna call musicians friend, be on hold forever, mail the amp, pray that it makes it through shipping, then pray again that the warranty go's through, and wait another god only knows how long to ship the thing back.
We figure it was worth it to make the annoying drive.
After that... we ultimatley decided to buy strictly from a local shop. At least there you have a person to talk to RIGHT NOW. The people will also be a LOT more helpful when you have problems, only because they know that service is about the only thing that they have over the big companies. And most of all, you're supporting you're local shops. (supporting local places is very important).
Now if your store can't get exactly what you want, then maybe test the waters with what they CAN offer. Maybe they can help you out, and come up with something equal to what you want, or even better. This is where local stores usually shine... They wanna bend over backwards for customers, cause they know you can buy it at a big chain for cheaper.
So i guess it boils down to what you really want. A quick fix to get the stuff you want right now at a rock bottom price, OR... Finding something really close, if not better, and get direct service after the sale.
Personally, i think service is extremely important, especially when people like me don't have a lot of cash. So I need someone to work directly with me, and find the best gear for the task i need handled.
OK.. i'm done preaching now