Both are good, I think.
Auctions can be cheaper, though not always. I try to attend Maresch in Toronto when the auctions come up and if I have the cash, because the quality is really good and the prices can go way up!
I buy online (
ebay or bidstart) because they can be cheaper.
But you can't beat a store for human interaction and leafing through those old pieces of paper in person! And the more you frequent a brick and mortar store, the longer they'll stay open. And believe me, they are getting harder and harder to find. One day they'll be gone!
Bourses are good too. Got to get out of the house more.