My last string purchase was from Just Strings, mainly because I needed a few things I couldn't find at any of the local shops, some single high E strings, and a set of C6 lapsteel strings, and a set of ground wound bass guitars strings . They were quick and have a really good selection. If it's available, I'll usually try to buy local.
All of the guitars that I purchased new were bought from smaller local shops, either here, or in a city that I used to visit for work. I've bought other stuff from GC/MF and Sweetwater like mics and such but not guitars.