The other thing about buying in a store is that you can easily return it if it doesn't work (assuming there are more in stock). But buying it online makes it a little harder to do returns, not to mention you have to pay for all the shipping involved. If you want to pay a little less but with the risk that you'd have to pay more for a return or exchange, then go online. You can also buy it straight from Master Replicas, who will pay for return shipping if you need to exchange it; you'd have to pay for initial shipping, but you're also definitely covered by their warranty.
Otherwise, if you'd rather not take any chances, I'd recommend buying it at a store. With all the coupons that Borders has out, you could get a lightsaber there for a pretty good price; and if something breaks, you can go right back and exchange it (or return it if you simply don't like it). That, and it has the quickest shipping available. :)