Obviously different people will draw different lines in the sand about how intangible benefits balance against price.
For me, which business receives my sale is a balance of a number of things. Among them are price, selection, urgency, and the type of business.
I don't think it's morally wrong to look at things in Best Buy and purchase on Amazon. Almost every time I've been in Best Buy I haven't learned anything particular about the product from the sales staff, so that "benefit" is negligible. If I don't need it urgently, and Amazon has a better price and free shipping, Best Buy loses out. Ever price compare an HDMI cable on Best Buy vs Amazon?
If I'm looking to buy some groceries for tonight, and I go to Kroger, I'm not going to price shop on Amazon because I need it now. Local business wins that one.
If I'm looking to buy a bike, and the guys at the locally-owned small business bike shop size me, set up the bike, have a good selection, and reasonably recommend what type of bike I'd be best off with, they will probably get my business, even if Amazon or Nashbar has a better price (within reason). There's a substantial benefit from their service other than just being able to view the product, so local business wins that one too.
However, if I'm looking to buy a bike and the local shop guys don't bother to lift a finger, or they have a limited selection that doesn't include what I want, there's no benefit from going with them over the less expensive online retailer.
Bottom line, it depends on the circumstances and individual. I'm not about to tell you where to buy your eggs and milk... so please don't tell me where to buy my bike helmet.