Sadly I live where there is no option for that. Fry's is gone, Microcenter isn't in my state. Any of the other big box retailers are going to be useless and/or hopelessly marked up for *this* kind of thing. For a GPU, or a Nic, or a hard drive? Sure. But if bestbuy carries these things expect to pay 2-4 times the price. For more component level things (resistors, diodes, yes even SMD sizes) theres some physical options, but nothing for things this niche.
Also, for some things it's not worth it (cost wise) to do it any differently. The scale of PCB production is huge, if you're making this sort of thing it's cheaper to farm it out to some place that just churns out PCBs. Unless you are doing assembly yourself, it's going to be done the same way every one else is; with acceptable (but not spectacular) quality.
Things I absolutely would worry about; ICs including Mosfets, quality and gauge of cable and bus-bars, anything that plugs into mains, anything thats a popular product, etc.
Since my only real option is buying online, at least with ebay I know that the product I get is from the seller I pick. For the few companies that still have their own online store and reasonable price and shipping costs, that is an option. But I'm not paying 10 bucks in shipping for a cable that could go in a USPS flatrate box