If it gets taken, somebody still loses money. Whether or not it's my money doesn't matter.
But no, I like the hands-on feel of stores. I don't buy a monitor until I test it, I don't buy a hammer until I swing it, I don't buy a book till I've flipped through it and maybe read a page or two (in the middle), etc. When you buy something online, you don't necessarily get what you want.
I have bought my share of things off eBay, though. Mostly books, NES games, movies, and other stuff that I can't possibly buy here. But I don't like doing it, I greatly prefer being able to hold what I'm going to buy.
Also, I like supporting local companies, where possible. But that's not a rule, I still buy a lot at Wal-Mart and Chapters. But that's not my main reason, just a side reason.