Well, you could split your purchases between a mail order service and a LCS you could still save money. Mail order your long haul books (i.e. I don't see myself dropping Daredevil or Wonder Woman or Morrison Batman until the creators leave) and keep things that aren't as sure local changeable purchases. Granted, you'd need to be buying a lot of books to make it worth it (BK Thomson levels maybe, I haven't done the math), but it's an option.
I could but I really don't like waiting on the mail.
I like having the ability to change stores as well. I don't like being locked in to anything and because I'm pretty much in transition right now, going to a shop is a good thing. Plus I go to a store that I enjoy because I don't have to deal with annoying fanboys. The last time I had a pull at the LCS, the store owner would always try to get me to talk to these really weird dudes and I got tired/annoyed. That's why I stopped.