I have always gotten great service from Midwest Photo Exchange. They have the lowest prices of all the local shops (though not cheaper than online), and their staff is extremely knowledgeable.
My only complaint is that they do a poor job of maintaining their website. They will often list items for sale on their website. I will go into the shop to look at them, only to find that the particular item had been sold over a week ago. It would be nice if they had a real time inventory system.