Assuming that you don't live too terribly far from a computer retailer, the biggest benefit of purchasing a computer from a local retail store is that it is incredibly convenient. You can walk in, pick out what you want, and walk out again, usually in under an hour. There are even sales people there who will (you hope) steer you towards the best computer for your needs and budget.
Some people may choose to purchase from a local retail store simply because they feel more comfortable dealing with locals. Perhaps they even know someone who works there, putting them all that much more at ease.
Repair and Maintenance
Most, though not all, computer retailers have an in-house repair department that is equipped to solve most computer related issues. As a result, when they sell a computer, they may offer special deals or discounts on their services. Included in this may be a maintenance plan, or package, that could be very helpful to you. Most retailers also offer their own warranty on computers they sell that sometimes exceeds or out-lasts that typically provided by the computer's manufacturer.
The majority of the time you are not going to see a price-break on a computer sold in a retail store. In fact, most of the time, you will pay more for the same computer out of a store than you would if you bought it directly from the manufacturer by phone or online. However, there are occasions where you can get a very good deal. When a retailer needs to move out older stock to make room for new computers, you may be able to pick one up for nearly wholesale. It may not be the absolute newest model on the market, but it will be close, and you might find yourself paying hundreds less than anywhere else. At other times, retailers will run department-wide sales that you may be able to take advantage of. Research is your most powerful tool in determining what the best price is. Do not make hasty decisions.