I would just search the Internet for the best pricing, being careful if sites that look sketchy...
That is part of the equation. In the case of camera equipment as recently as 7-8 years ago you'd be a fool to buy on line from NY or NJ unless you had friends tell you the place was not scammy (some of the best and honest retailers were there too). They would sell gray market that was not covered under warranty, they wouldn't deliver what you bought, they would overcharge, they would sell refurbished as new, they'd have multiple on line store fronts all with the same physical address. I suspect that the picture has improved greatly but with high end ($/lb) optics and electronics it's still a good idea to shop via recommendation.
I also don't mind paying another few percent to shop a place that has a personal interest in the product and might tell me "you really don't want that with that, you want this instead because ...".
With all that said, I agrtee with you and be scouring the web too, but be on the lookout for sketchy and his brother.
-Sven