Being in Chicagoland, finding a reasonably priced store with a decent selection is near impossible.
I shop local gun shops, occasionally UDan's/Erewhon, to get a feel for a knife if they have what I want. Then I buy it on the interwebz.
Once in a blue moon, they won't know what they have and it's listed for a stupid low price. It's usually the opposite. But that is retail.
As far as inflated prices, GAT Guns in E. Dundee is the worst offender. 8 + years ago, they wanted $400 for a ZT 0300. Display model too. $260 for the 0200.
If anybody knows of a decent place in northwest Chicagoland, I'm all ears.