I don't have any local places near me, i live in a hole
In fact, the closest camping store is Camping World, 15mins away. Or about 25mins away is a nice lil camping & disposals store. Personally i prefer the disposal type camping stores for variety, and 'bargain bins'. The big store's got all the big brands like coleman, but the disposal stores have heaps of 'cool junk'
... which rates pretty highlty in my books
But cause of the distances I usually only go there if I actually need something, not just to browse.
I'd stick with the lil local guy, and agree with what Activity_Dept said, the prices really dont vary too much unless its something big-ish, like tent or exxy sleeping bag. In which case I just choose what I want and ring ~5 stores for prices neway, saves hassle