The recent "Laptop Hunter" ad by Microsoft featuring "Giampaolo" inadvertently makes a great case for buying a notebook direct. Giampaolo is looking for a notebook with (in the following order) "portability, battery life" and "power." He chooses a HP HDX, which is a cool machine, but it just isn't a great fit given what he was looking for. At 7.3lbs and 16" display, the HP HDX isn't that portable. It does have ample power with a 2.4GHz processor, 4GB RAM, 512MB graphics card, and fast 500GB HD. But given those specs the included 6-cell battery probably won't last that long on a charge. In the end, he ended up with a notebook that really only met 1 out of his 3 criteria.
Assuming Giampaolo really wanted an HP, had he looked on HPdirect.com, he would have done much better. For instance, the HP dv6t is about 1lbs lighter than the HDX and can be customized with a 12 cell battery and almost the same performance specs as the HDX (just a slightly different 512MB graphics card). That configuration runs about $1,300, still way under his budget of $1500. Also the EliteBook 6930p (KS085UT) for $1,429 might be the best fit of all. The EliteBook is much more portable at only about 5 lbs and a 14" screen (with higher resolution than the 16" HDX). It's also sports a 2.4GHz processor, 4GB RAM, a respectable 256MB graphics card, and 7200RPM 160GB HD. Overall, it strikes an excellent balance between portability and performance.
Over the years I've helped a lot of people buy computers, and usually buying direct is the best way to go. But golly, buying direct is not without it's own perils and frustrations. And it's hard to resist the instant gratification of shopping at big box stores.