A great question! I buy from all of these sources depending on the item, and enjoy purchasing from each for different reasons. Cannot get everything from any one distribution channel or outlet, so it is necessary to use all of them if you collect.
If I have to choose one favorite source, it would be the local, independent toy shop because they offer so much selection and are really nice folks to do business with; they can answer most of your questions having been in the business for over 20 years just down the street from where I live. And it is so much fun watching others, especially children, mesmerized by all of the cool merchandise at Science Safari.
I find that price is not the most critical factor when i buy PM although I do pick up some on sale now and then.
Cheers, Pgal