Buying poker chips online may be the best bet if you know what you want to buy. Even if you dont know what you want, doing a little research first will definitely save you some money so you can gamble it in your next game instead.
People in smaller cities will have a hard time finding quality poker chips in their neighborhoods. Usually what they will find are cheap plastic chips at the big discount stores, but they wont be able to find high quality poker chips. Even if there are one or two shops that specialize in cards, their prices will be through the roof. So your best option will be to buy them online.
If you dont know what type of chips you want, and going into a shop first is an option, take advantage of that. You will be able to feel them. Feel the weight of the chips in your hand. See if you like the nine gram chips or the twelve gram chips better. Listen to the sound they make as you clink them together. Do they feel natural sliding onto the table as you ante up? Good, now remember what type of material they are made out of, how heavy they are, and what the guy at the shop wanted for fifty of those chips. Now you can go home and order your poker chips...