For microphones and related equipment, I prefer to buy from small, independent dealers who are live recording engineers themselves. They may well have used the type of item that I'm considering, or can refer me to someone else who has done so. Their advice is thus based on actual experience--not just on reading the manufacturer's literature (which I may well have even written, for some of the things that I buy).
I should admit up front, though, that I don't normally "price shop" beyond what it takes to make sure that I'm not being ripped off. I utterly refuse to take a dealer's valuable time with my questions, only to turn around and give my money to a box mover who has the same item for $10 or $20 less. In this day and age if someone can make a living as an independent dealer, they have to be offering something that the big stores can't match, and that's what I'm looking for.
--best regards