While I enjoy going to dealers and listening to a lot of great gear, I also enjoy my time here. Listening to all the different speaker and other component brands is quite the experience. Like Scooby said, you can listen to gear you'd never have in your home (either because of cost or because you can only have so many speakers in your home).
Then again, it's great to be able to come here and discuss our love for the hobby with like-minded people. I've learned a lot through this site, while my dealer is great, I'm pretty sure he wouldn't have explained the basics to me and had any information for me like Bid Daddy's threads. I also don't know too many people locally that are this interested in the hobby. Many of my friends are fine with TV speakers!
Justin