I think it largely depends on what species you are trying. Some like damsels, clowns, lg Thalassoma wrasses you couldn't kill even if you wanted to (a guy at work always joked about running them over with a semi and still surviving

). While me, on the other hand loves playing with hard to keep fish. I have been farely successful considering the fish I've attempted. I kept Seahorses back in the day before they were all CB, were all WC and needed predominantly live foods at least 3 times a day to keep alive. I've played with difficult tangs such as the Powder Blue, Achilles, and Clown all with good success. I've done EXTREMELY well with Ribbon Eels, have a 95% success rate with getting them to settle into captivity and eat frozen foods (one didn't want to play

). Several years ago I also tried the difficult Pinnatus Batfish (had 1 month success, was eating but died due to the common batfish downfall of fin damage/fin rot). I would be willing to try them again but their price is quite the drawback, a lot to spend on a fish that has a good chance of not survivng. I now have a Teira Batfish that eats everything and gets fed 3x a day.
There are pro's and cons to each type of place to order from. Pros of lfs is you get to see it, see the other fish to ensure health,etc. Con is no guarentee. Pro of online, cheaper price (same when include shipping), 14 day guarentee, con don't get to see what you get. I prefer online whenever possible due to I'm generally needing a bunch of fish and fish here in the landlocked CO can be pretty pricey so it is generally cheaper to go online (there are a lot of cheap places but they are predominantly in Denver which is 1.5hrs away and with gas these day.......) Anyway, enough rambling! Hope this helps!