If you want something that works well and is set up to ride immediately, you would probably do best at a bike shop. Maybe you could drive to a different one if you don't like the one that's close by to you. It's a huge benefit to be able to measure yourself on an actual bike to get your sizing right.
Ordering online you'll have to wait for the bike to be shipped, then you'll have to spend some time greasing up everything that needs to be greased (hubs, bottom bracket, seatpost, pedals and threads, all the little screw ends that go into the frame) and adjusting everything else (both derailleurs, brakes, headset, etc.). It's certainly doable/not rocket science, but will take more work. It's also critical that you know what top tube length you like, and general bike sizing info because you don't want to be stuck on a too small/too large bike.
Craigslist bikes can be a bit of a crapshoot. There are often little things that you don't notice when you go and get your bike that become a bit of a PITA later on. The rear hub in a bike I got of craigslist had almost no grease in it for example, and after a couple weeks riding the bearings were shot and I needed to replace them. If you're an odd size (very large or very small) it's hard to find a bike too . . . and regardless it might take you a few weeks or months to learn to read your local market and find a good deal that pops up.