I am a big believer that you should support your local B&M but at the same time it isn't BLINDLY that you should do it. If the B&M that is near you has horrible customer service or doesn't carry what you want, why would you support them. Find a B&M in the area that has the service you want, the atmosphere you desire and a decent selection and settle in. A good B&M is like a second home or a buddies place you hang at a lot. It should be comfortable, full of friends you like to hang with, a place you aren't afraid to be yourself and have a good time. That experience trumps buying cigars online any day of the week.
Like has been said previously, once you establish that relationship, you will find often times that you get tossed a freebie now and then, discounts might get applied and you can get pretty close to what your paying online for cigars. Sure it will probably never be as cheap as buying online, but the experience and friendships you make far outweigh the savings.
Also, what a lot of people tend to forget is, a lot of times, what you buy in the B&M and what you buy online are two different animals.
The B&M sells the cigars that are reviewed in magazines, the cigars that actually GET the 90+ ratings
The online retailers sell those but never push those. They seem to always push their own brands that do NOT sell at the B&M's or offshoot lines from brands you know that just are not the same quality.
For every EP Carrillo Short Run 2013 you see in the B&M, there is equal parts EP Carrillo Short Run Vintage and EP Carrillo Short Run Cubra online. They may look the same, may sound the same, but they are NOT the same, and that is why they are cheaper.
Buyer beware comes into play MUCH MORE when you buy from online retailers. That is NOT to say that all of those products are garbage, some are very good. But more often than not, the great deals online, are not on the same cigars your B&M carries. It is like the equivalent of buying the "sounds like" records from the 70s (yes I am aging myself). You can buy a record from a band called the Meatles that sure sounds like the beatles, but it just isn't them.
Obviously there are some great deals to be had online on the same cigars you see at the B&M's too, but often times, when I bring those prices to my local b&m, they get darn close if not right on those same prices, deal for deal. Meaning, if CI has a deal for 10 cigars at a certain price, the B&M will match the price or get darn close, but I have to buy 10, not 1. So I buy my 10 at the B&M, sit down with a nice glass of scotch, and talk shop with the guys at the B&M and have a grand ol time.
One mans opinion.