I shop primarily through REI and Backcountry.com
Both have big selections, deep inventory, and helpful staff. The online chat option at backcountry.com is awesome. I've logged some time talking about fabrics, fit, brands, durability, general skiing stoke. A lot of those chatters are helpful and pretty knowledgeable. This year is the first year in a while I've dumped money into a new setup and outerwear so I've been working with both retailers.
As an REI member you get an awesome return policy. Bought a jacket, wore it for a while, realized it didn't factor into my layering system as well as I wanted, returned it without a hassle. Plus, you get money back at the end of the year depending on how much you purchase throughout the year.
Backcountry.com also has an awesome return service, very similar to REI with no questions asked.
But, if there is a quality local shop near you. GO THERE! And keep going there, building a good relationship with a good shop is unbeatable. Over time you can end up getting better/cheaper tune jobs, inside looks at gear, some bro-deals, plus it's a good way to network as well.