You should ALWAYS support your FLGS.
The vast majority of RPG gamers I know didn't get started in RPGs through a game store.
The debate of local vs. online has been ongoing for about a decade, give or take. I can only add to it my personal experience, which is anecdotal and is in no way a scientific study. (Spoiled for brevity's sake, if you want to skip to the end.)
Bottom line: I pay where I play... which is in my house.
Also, +1 to the DaveTheLost's comment. I have played a half-dozen wargames in my lifetime. $75 is a tiny drop in a vast bucket.
Edited by Madcap, 23 July 2013 - 07:32 AM.