Visit local dive shops and find what they sell and service. Check pricing. Talk to the folks and see if you mesh with them. We have 3 or 4 dive shops even here in landlocked Central Ohio. 1 of the places I just dont like. It just seems to uppity to me. The 2nd is an ok place, and will consider purchases from them in the future on some stuff, but their pricing isnt the best. It's not horrible by any stretch, but again, just dont click with them. The last 2 one has been around for a number of years and one is the dive shop at one of the quarries. Both of them I just feel more comfortable with. The one is the dive shop I got certified by and bought the majority of my gear from. The quarry shop has also taken some of my cash. Both of them are aggressive on pricing and are very fair on pricing. Many times beating online prices. Sure they tend to work with you more if you are buying more from them, but even if I didnt the pricing was very good.
I've bought a total of 2 things via the internet diving related. One was a cable for a dive computer, and one was a mold for weights. Other then that, every piece of equipment I have came from those 2 places.
edit: RE: renting. That's a good idea, but try to narrow your choices down fairly quickly. Many people suggest renting and that's a great idea, but if you are going to continue to dive outside of vacations, then renting will get expensive fast IMO. You can easily run up rental fees that would get you to 1/2 of new equipment. Sure you want to make sure you buy the best fit for your diving so you dont waste money the other way also.