I use the LHS for stuff I want NOW such as details, and paint, but also scratch building parts, and I love sale items! If its on sale, and I can find a use, I'll buy it, provided I have the money...
As for eBay I'd use it for bulk items, or hard to find stuff. Or that "expencive" stuff cause you can find it cheeper there. Online stores mostly include only walthers.com or rrtrains.com
Shows are allways great though! A bulk of the stuff going on my dad's layout is from shows.