I don't have much choice, these days.
Back in the early 60's, when I began modeling, we did have a very nice "mom & pop" type local hobby shop - which had everything including car models, ships, planes, model railroad, and slot-car stuff. In fact they even had a large ho-scale slot car racetrack set up just above the shelves in one of the rooms (the store occupied two storefronts) They also had games (strictly board games in those days) and doll-house stuff.
Also, in those days, many of the other stores in my area had small to medium sized sections of model kits, including grocery stores, hardware stores, department stores, and even one local record (that's what music came on back then, before CD's and mp3's) store.
But now, the only hobby shop that is local to my area is a Hobby Lobby. Well, there is one other local shop, but it is strictly RC planes and cars, nothing there for me.
So, if Hobby Lobby has what I want, I go there with one of their 40% off coupons.
If not, the Internet is really the only other logical option.