There's a great array of photography stores here locally, 4 of them I can think of off the top of my head that all sell traditional stuff, and the other has a ridiculous amount of film on show. I suspect the local arts school has a part to play in this, since a year of analogue photography is a required part of the course before you do anything digital.
When I can get into the city I buy off the shelves, usually I save that way anyway ($25 a pro pack of Velvia in 120, on special), but so far as convenience goes, being an hour and a half away from those stores I usually just buy online.