With these online outlets, you can choose to have them delivered to your home or to one of the shops they recognize. It's basically the same deal. If you have the quote in front of you, of all the charges, they the local store just won't charge you for the tires.
You'll still need to pay for the labor, disposal, mounting, and other fees. The benefit here is that you most likely will get a decent discount on the tires.
If you're still unsure of the online deal, you can try to print out the price from the online store and take it to the local shop and see if they can accommodate you, maybe even competitively match the price.
TireRack is well known. Another option is
Discount Tire Direct, or search google.