I bought a 40XBR3 online earlier this month, but from an authorized Sony reseller (check sonystyle to see who's officially authorized). I could have gotten the TV for a good deal cheaper buying it on eBay or from a non authorized place (as always seems the case) but didn't want to chance it as I like having peace of mind for the validness of the warranty and serial number, plus I feel the TV is worth the price I was paying anyway (I have never seen a more beautiful looking TV IMHO). If I were to buy it at BB Magnolia, though, it would have been ideal in terms of being able to look at the set in person at the store before taking it home with me. Luckily, the set arrived in great condition with no damage to the box, and the straps still in place going around the box, and overall was to my liking so I feel it was a good transaction all in all. Most likely, a local courier via truck will be delivering the TV to you if you buy it online, and be prepared to assist them (or HIM in my case, just one person yes) if they ask for some help carrying your TV into your home if you aren't paying extra for white glove delivery.
You'll need to evaluate your own circumstances and see how buying online VS retail pros and cons adds up to you. For me, online was the better option, though if I were older and had the means (more money flexibility and access to a bigger vehicle), I would have probably went the BB route. I also read up on the clouding issue BEFORE ordering, and was wiling to take a risk and see if I could get a decent set. Not many people would take that risk.