If you walk into Bestbuy and show them the item you intend to purchase from Amazon, they'll match the price. With taxes, and assuming you don't have to drive out of your way, this can be more convenient than Amazon. If you need something overnight, it's actually cheaper than Amazon.
From where I live, it's a hassle for me to go to any of these big box stores. It's not going to be this way for everyone, I just really don't like going shopping.
The primary benefit of Amazon for me is not having to deal with a brick-and-mortar store.
Best Buy, the place where I had to literally explain to three employees six times that I did not want an extended warranty on my television? I'll pass.
I live relatively close to Best Buy (I just have to walk a block), but even then, unless I really need something immediately, I'd rather wait 2 days than go into the store, wait in line, and deal with their reluctant customer service. Also, given my experiences with returns, I much more trust that Amazon will treat me well if a return is needed than Best Buy.
In the London - no idea about elsewhere - Amazon offers drop-off at a large number of local convenience stores. Usually I have stuff dropped off at the office, but if it's something big I get it delivered to a convenience store 2-3 minutes walk from my house which is also open late.