As someone who bikes 30-60 miles a week on average I have been to a couple bike shops in my life. Dirty Harry's is definitely my favorite. It's not the closest to me but the staff makes it worth the trip.
Bicycle shops are never the cheapest way to get gear, but it's the quality and assistance of bike shops that keep them alive. I recently bought a new 700c (Trek Verve 2) and after 50 miles or so I'm happy to report it's been nothing but wonderful. The guy who helped me out was very personable and helped me find the best bike for what I needed it to do.
When you buy a bike you get a free tuneup 60 days later (standard but important) and 10% off all bicycle accessories during that time. Again even with that discount a bike shop is never going to be cheaper than Amazon.
All in all a great place especially if you're new to biking and just want an expert to guide you in the right direction.