Depends what sort of coins you are looking for.
Before deciding to buy any coin, do your price research for similar coins first.
New CCF member sales is a good place to start.
I am always on the lookout for any coin offered at a good price across the whole of numismatics. For doing price research, I look at CoinArchives.
Coin shows are a good venue to attend if you are buying. In this sort of situation, you get to examine each coin in hand first, before deciding to buy. I have never bought a coin via eBay.
However, with current inflation rates, I have found that prices are rising faster than the inflation rate. Unfortunately, table holders have to do this in order to maintain a fair and reasonable profit margin
LCS's are a dying breed. Lots of these dealers are saving on overheads, and are resorting to trading on eBay. If you go for the eBay option, try to find the honest professional dealer who is trading on eBay. Their good reputation proceeds them.
Because I like to examine each coin in hand, my buying activity has been somewhat curtailed.
I have gone up market and buy from public specialist numismatic auctions, and always attend the view days.