I very, very rarely go into music shops to try things, maybe stick my head in one once a year to see what they have around.
I find it quite embarrassing going in and asking to play stuff - I'm in a band, I gig regularly and I'm not a bad player, but I hate the interaction with staff in music shops. I guess I always feel like an inconvenience, even though the staff may not be intentionally making me feel like that.
I'm in the online purchasing camp. I so rarely buy guitars - much more likely to make one from parts - so it's usually just FX pedals or amps that I'm buying anyway.