Hi DarlingPetunia,
Welcome to the Mattress Forum! 
Hopefully you’ve taken the time to read the mattress shopping tutorial here which includes all the basic information, steps, and guidelines that can help you make the best possible choice … and perhaps more importantly know how and why to avoid the worst ones. Also, make sure that you find out information listed here so you can compare the quality of the materials and components of any mattress you are considering.
While nothing has a 100% success rate … with a local purchase for the majority of people … careful testing using the guidelines in the tutorial rather than just testing for the more subjective “comfort” of a mattress (which often won’t predict how well you will sleep on a mattress or how it will “feel” when you sleep on it at home) and some good guidance from a knowledgeable and experienced retailer or manufacturer will usually result in a mattress choice that is well inside a suitable comfort/support range and will generally be “close enough” so that if any fine tuning is necessary it would be relatively minor and involve different mattress pads, sheets, mattress protectors, or perhaps even a topper if a mattress is too firm (see post #4 here and post #10 here).
One of the advantages of trying mattresses locally is that you can try many different types and styles and combinations of materials and components and firmness levels and compare them to each other in “real time” based on your actual experience rather than just “theory” instead of trying one online mattress at a time and not knowing how it compares to the other mattresses that you could have tried or purchased instead.
Some good local testing will also give you a much better sense of the many different types of materials and components that are used in mattresses and some reference points about the types of mattresses (see this article) and general firmness levels you tend to prefer which can help you narrow down your choices regardless of whether you end up purchasing locally or online.
If a comparable value is available locally that you can test in person, then this is the “safest” way to go and an “expert” can help you better in person than over the phone when they can see how you respond to a mattress with their actual eyes and hear your feedback in real time. Many local manufacturers and some more specialized retail stores may also offer greater levels of customization in terms of both different layer thicknesses and firmness levels as well and provide great after sales service. Because there can be more uncertainty and risk with an online purchase and because the personal attention that is available locally is certainly worth a reasonable premium … if the price difference between a local choice and an online choice of a similar mattress is in the range of 20% or so I would treat them as roughly equal value because of the “value” of some of the benefits that can come from dealing with a local business.
Most local trash companies accept a mattress, although they usually prefer a phone call beforehand to let them know of an “oversized” item. Some may want you to put the item out on a different day when they have a separate team pick up these odd items. My local trash does not charge for these items, yours may. So just phone them.
One thing to note. If you live in California, Rhode Island or Connecticut, there are some new mattress recycling laws in place, and you may have to dispose of your product in a specific manner. There is more information about the Mattress Recycling Council here.
I’m interested in learning about your shopping experience and any decisions you make.
Phoenix