Shopping online is way too easy: I just checked for a few Gierach's books that I don't have and noticed that it would cost me some 25 € to get them in 5 to 7 days, so without hesitation I clicked OK.
When it comes to shopping fly fishing rods and reels, I favor my local fly fishing shops. Service and knowledge of the sport is at high level. Fly tying stuff is little different, I buy it both from the local shops and online. But when it comes to fly fishing books written in English, I always shop online.
Amazon.com and amazon.co.uk have been my favourite for a long time. Amazon has a very good selection and stock of books and it is reliable.