I used to support my local FFL's a great deal. Most of the time their prices were within a few dollars of what it would cost me online / shipped / transfer fees, etc.. In todays market, it all depends on who has what I need In Stock, and not price gouging for it.
I will not do business with anyone that is ripping people off just because they can. Luckily, I've always stocked up on stuff that I need for reloading, and haven't needed to buy anything in todays market.

You have to spend your money where it makes the most sense. Supporting local shops isn't always the smart choice.