It will depend. Best thing to try for is free shipping. Normally a place that does NOT have physical stores will be cheaper because there won't be sales tax, but sometimes not. I ended up buying ours from Walmart.com site-to-store because it came out cheapest by about $15 for the seat that I wanted. (A Baby Trend Flex-Loc). I paid sales tax but no shipping, and the seat was on sale.
My best advice is to do a google search on the model name you want. Include the color name and also the word "shipping" in the search string, free shipping offers will float to the top that way.