I prefer both ways. I grew up with the hunt years before the internet came along. Hunting and mail order (which was typically far behind physical retail and more expensive) ruled the day at the time.
With the advent of the internet as a mighty helpful collecting tool in the last two decades and change, beating feet on tile and linoleum floors isn’t the necessity it was so, so long ago. A click here and two days (or less) later and your in-stock goodies are at your doorstep while you’ve saved ample gas, wear and tear on your car. Pre-ordering things generally guarantees you never have to set foot in a store for items you’re highly anticipating.
That said, it is still great fun to walk into a store and find exactly what you want on the pegs/shelves. It’s as if you can hear Jack Palance’s character of Duke Washburn from City Slickers II in your ear saying “Come and get me! Come and get me!” as you gaze upon new goodies.
So, what do you prefer when it comes to acquiring new toys, collectibles and the like?