I like to see it, feel it, and know what I'm getting, so I shop locally and semi-locally. I like to find new nurseries and will take day trips with friends to check out nurseries near...and far. The farthest I've gone, so far, is Forest Hill, LA. There are literally miles of nurseries there along one highway. I met a group of gals from LA and MS up there and we had a great time (DH, not so much) hitting all the nurseries that would sell retail, and some that would sell wholesale if you were a Master Gardener. Careyanna found a tropical nursery near here that we went to Thursday. It was fabulous, if you like tropicals. I was in Heaven!
I'm not into mail-order, but I do occasionally do co-op buying, if that can be considered online.