Honestly, Amazon has changed the way I shop. With the Prime membership, it doesn't take too many orders of free shipping to pay for the year's membership. 40 pound bag of charcoal.. Fifty pound set of cast iron cookware... GRILLS... With no shipping/handling fees. There's really not much you can't get on Amazon, and a good majority of it is Prime Eligible.
One HUGE aspect for me is being able to read the reviews of the various products. Occasionally sellers will post fake positive reviews for their products or fake negative reviews of competing products, but for the most part the reviews are tremendous help when deciding between different brands or styles of different things. The fake reviews are easy to spot, because there will be a bunch submitted over a short amount of time and none of them will be designated "Amazon Verified Purchase".
One not-so-obvious bonus is being able to avoid sales tax from time to time. If there is an Amazon distribution center in your state, it takes a little work. If you don't have a distro in your state, you may be in great shape. Anyway, if there are multiple "sellers" you can see where they are based, and select an out of state seller. It will say "sold by xxxx fulfilled by Amazon". It's not worth messing with for cheap stuff, but on the more expensive items, it's well worth checking. Sometimes it doesn't matter, as the item only sells through Amazon, but a lot times it works.
Return policies are really great as well. The few times I've received broken or incorrect items, UPS picks the box back up the following day. Just go online, buzz through a couple of questions, and a return label will be printed a yor local UPS place. All you have to do is tape up a box and it ships back at no charge.
AND... The prices and selection are great. Some of the deals I've gotten in the last couple years are incredible. You can get stuff that may be unavailable in your area, or are just a regional item that you'd never even heard of.