Yeah, my experience with local shops like Radio Shack has not been overly positive. You will pay TREMENDOUSLY for components you thought were $1-2. It's hard to go back after that. There are times when you are still kinda inventing the project in your head where it makes sense to see/hold the gadget first, but even then I generally prefer ordering. It is a pain waiting, unfortunately, which is only made worse with my inability to see more than one step ahead.
As for most components like ICs any glaring differences will be illustrated in the datasheets which places like Digikey and Mouser have readily available.
Brandon