I only buy online if I can't get it in a local store.
Currently there are three shops I buy from. One gets most of my 40K business and sometimes other things like supplies. Another gets business if its miscellaneous miniatures like Warcry, Beastgrave, Star Wars Legion, OOP, and they have a rack of used items, plus some supplies that aren't found elsewhere. And the third for items I might want as I pass through browsing, plus he'll order hobby books too.
These places tend to run magic and card games, roleplaying games, miniature game events, and in some cases painting nights. All three stores support players coming in to play their own games as well.
In America their are clubs to an extent, but this is mostly historical miniature groups that don't have physical locations that they own or rent, except if they put on a convention or game day open to the public. Most folks who don't play in stores, whether fantasy, sci-fi, or historicals, have their own tables that they use for gaming at their homes. In the historical realm, folks typically have whole rooms devoted to their hobby, sometimes an entire cellar. It is common for people to invite friends over for weekly or monthly gaming, no matter what the genre.
I like to support the local stores. There is something about driving to or past a local store, and getting to put my hands on stuff when I want it, while not having to wait for delivery. That doesn't mean I don't do kickstarters, or other mail orders for items I can't get locally, although generally there is just something satisfying about picking it up while I am out and about.