I've always used Crutchfield. Their prices are decent and if you buy a head unit and speakers or get in on one of their deals you can literally get everything you need for the work including detailed instructions. Check out their scratch and dent, returns, and clearance sales. My dash speakers on Big Ugly are from those sales and lord knows what was wrong with them other than being $10 cheaper!
That said I've always had crappy luck with local places where ever I've lived. I'm just unlucky that way. Thinking I'm a fool just because I walked through their door, trying to push higher end stuff on me, trying to DMWBS (Dazzle Me With BullShit), trying to get me to pay 20% more than Crutchfield just because "we're local" etc etc etc. Also seen some SHODDY work like my former coworker's Grand Am where myself and another coworker had to fix the ground, power, speaker wiring, and then discovered they downsized from Monster Wire to much smaller electrical wire under the carpet on his car. This was after he paid $500 just in install fees.
However if you have a local place that charges good prices and is honest, by all means use them. Support the little guy if they actually try to be competitive.