I don't order online because I hate hate HATE waiting. I have some terrible, pathetic need for instant gratification. 
I don't order online either (unless there's some really good deal), but I have a different reason. I'm normally not in a rush to play games, since I already own too many un-opened games. My problem is that I live in two places (home and an apartment while being at college). If I were to have a game sent home, it may be a while until I get it, but there's no problem having a package sent at home. If I have a package sent to me apartment, I have to sign for it (since my apartment building is small, and doesn't have an office to take packages), and the UPS/FedEx, etc. always comes while I'm in class, so I miss my package. Due to strange hours of the package pickup places, I rarely get the chance to pick it up. Therefore, I do whatever it takes to buy a game at stores these days.
Also, if an online retailer is charging me tax and shipping, then forget about me ordering.
