I think going to your local shop is always the best case scenario since they will be knowledgeable and will have high-quality gear. For that reason, I wouldn't send a new person alone into a big box place because newbies don't really know what they are looking for and wouldn't be able to tell a good board from shit.
But I will admit that I still do consider buying from the big box places from time to time. I usually pop in to see what they have for people that I'm helping get in to snowboarding and may want to invest in some gear, but don't have the money to buy new stuff. Since no-one shops at the big box places, you can get really lucky and find some amazing deals in their clearance items. When my GF first started, we found a pair of K2 bindings for her under a pile of other clearance stuff. They were from 2 seasons back, so there was a clearance discount on top of another clearance discount and they ended up being something like $30 brand new for a decent mid range binding. Since she saved a ton of dough on bindings, she was able to spend more on getting a better board.
It's kind of like going to a thrift store. You're not guaranteed to find good deals, but if you dig enough and pop in every once in a while you may find some hidden treasures.
Last edited by Fiziks; 12-19-2012 at 11:23 AM.