No, not for me, and I think you'll find that it's not that way for quite a few forum members.
Pricing should be competitive - I wouldn't expect anyone to pay full list prices for heads just to support a local shop - but when the difference comes down to $5 on a $100 purchase, for me it's worth that to be able to make sure I'm getting what I want. I can walk out of the store knowing that I have the right heads in the right sizes, for one thing. I talked to a guy this week who ordered a bass drum head, and the label on the box said 22" clear and inside the box was an 18" clear. If you're counting on that head for a gig that night you're screwed.
For me. a bigger factor is the idea of community support. A locally owned shop hires local people and pays local taxes which supports local programs. I don't live in a vacuum; those things directly affect me and are important. If someone wants to take the attitude of "I don't support local businesses and I don't expect anything from them in return", I guess that's fine. Just don't be hypocritical and walk into the local shops asking for donations for somthing that's important to you and your family.
I'll get off the soapbox with this: A few years ago my local shop got a panicked call just as the store was closing from a drummer who was playing at a local festival in a couple of hours. Somehow his hi hat stand got broken and was unusable. The local shop had a decent used stand that they let the guy borrow for the gig, and even brought it to the venue, which was a couple of blocks away. Did the guy make that shop his new go-to shop? I don't know. I do know that he told a lot of people about what the shop had done.
That's why I think buying strictly on the basis of price is short sighted. If I need a replacement hi hat stand right now for a gig, the internet and its "cheapest prices on the web!" website is useless.