Excluding all the private secondhand purchases / trades, my buying record has been:
4 basses purchased online untried.
9 purchased from the shop where I tried them out.
One tried in a shop first and then purchased online. This however was when I AB'd two different basses in a shop and did actually buy one of them from there. I then decided to buy the other a few months later but just happened to order it online as there was a good deal available at the time.
I do prefer to support actual shops where possible. Even buying from the bigger stores like Anderton's, PMT (and of course Dawson's) that do have an online presence as well, still helps to keep shop staff employed.
As far as how successful my purchases have been through either route, there's not really much in it. Of the basses that I currently own (and I am very happy with all of them) one was bought online untried, one from the shop where I tried it out and the other two were secondhand and bought privately.