Going to the store to fondle guns, then buying them online generally isn't worth it, unless the gun is over $500. There's no doubt this happens, but I think more people end up buying on the secondary market. Thank Al Gore for the Internet and countless websites for buying and selling firearms and related items.
I recently had two guns transfered through Guns and Leather. Not because I was trying to get a better deal or skirt the tax laws, but because Guns and Leather didn't have them. I get impatient, and I didnt want to wait 3-4 days for them to find out if they could even get them.
While I was there doing the transfers, I bought some night sights, ammo (even though they didn't have what I really wanted), and a couple other things. All of which I could have found cheaper online. I was willing to pay a few extra dollars for the convenience of getting my hands on the items right away.