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Supporting your local magic shop, assuming you have one, is a wonderful idea. But, some magicians do not have a local magic shop, and others have small shops that do not provide all the effects a magician may need. Sooner or later, you're going to go online to shop for magic.
Props and magic effects will vary greatly in cost. Shop around before making your final selections. Don't be totally influenced by the price of items as shipping and handling can add substantially to your total. Two of my favorite shops don't charge for shipping if I order a minimum of fifty dollars. Generally, I wait until I'm prepared to order more than the minimum so I can save ten dollars or more. Of course, if you order more than fifty dollars simply to save on shipping then you may not have actually saved, but fell for a marketing technique that encourages spending more than you anticipated.
Be sure to get on your favorite shops mailing list, as you will most likely receive advanced notice of the arrival of hot items and special offers for subscribers only... frequently including free shipping on smaller amounts like twenty dollars or less.
If you are outside of both the United States and Great Britain pay particular attention to shipping charges, as they may double your total cost. Thrifty and intelligent shopping is a 'must'.
Delivery times are another important factor. A few smaller shops may run a special that features items less than the mainstram stores, but delivery times may be two weeks or longer. Personally, I would rather pay a couple of dollars more and receive my items in three days or so.
Websites with good graphics, many pages of products, helpful searching, easy to use shopping carts, and a generally professional appearance, are probably your best bet. They can't maintain an impressive website if they aren't making customers happy. Good luck.