I don't buy parts from Amazon, mainly because they don't sell it and it is often from a third party.
I often check online for anything and everything and always try to give my business to my favorite local dealer, Van Nuys Suzuki, to help support them.
They often match or come very close to the online price once you factor in shipping and handling charges, and I get a free candy whenever I stop by.
I order some things online when it doesn't make sense to buy locally. But most brick and mortar outfits now days realize that they have to compete with online entities and adjust their prices accordingly.
I like developing a relationship with local vendors as they can often suggest alternatives, etc...
OEM parts are sold by Suzuki and are shipped from a few warehouses throughout the country. The dealers place the order with them and they ship the products to the online vendors which then ship the stuff to you. Same for parts unlimited and other major motorcycle parts vendors. The local shops go through the same resources to fulfill your order.
Spend your money the way that makes sense to you.