Hi palermo22,
You can see my thoughts about The mattress Expert in post #11 here.
As far as which direction to go it really comes down to your confidence that you are making the best choice and on your personal value equation and which of the tradeoffs involved are most important to you. I tend to lean towards a local purchase vs online until the difference is about 20% or so at which point I would give more serious consideration to an online purchase. Of course each person may have their own number depending on the relative benefits and tradeoffs involved in purchasing from each retailer. I would certainly let the local merchant know that you are looking online so that they have the chance to give you their best price and service.
Phoenix