There aren't many stores in my area with English items, especially dressage so most of my shopping is online. I look for deals on Ebay
first, then I shop around a few sites for the cheapest price, usually State Line, Horseloverz, Dover and SmartPak. Big ticket items I almost always just get from Dover or Smartpak because they have an excellent return policy.
One year I bought a pair of Zip up field boots from Dover, but didn't wear them all winter. Spring came, and I tried them on about a week before my first show of the season. Zipper broke! I called Dover and not only did they send me out a new pair, but because I had a show they sent them BEFORE I sent back the current ones and 2day air with no extra charge, just so I would have boots for my show. Not many places will do that.
Big ticket items may cost more at Dover or Smartpak, but the service when something goes wrong can be worth it.