Sometime you can ask for a little something if the price does not work out. Set of free sheets, free delivery. If something comes up it may be to your benefit to buy local. Long as their price is not "slap in the face" higher.

Would it be low-down, nasty and/or stupid of me to try to get the local store to discount some more? Not at all, just don't expect them to match the other price since the store has already paid to have the item shipped to them. Most stores would gladly take a bit more discount if it means losing your patronage if they don't. Just bear in mind everything involved in serving you from a store vs. buying something over the internet.

It's probable that a headboard will arrive at your house via semi truck. They will leave a giant box at your door and away they go. Now you get to unpack it. There's cardboard, shrink wrap, styrofoam, possibly a piece of scrap wood nailed to the bottom of it. If there are any damages or scratches, good luck getting the manufacturer or shipping company to help you out. If you are the type who wouldn't mind dealing with these things, it might be worth the savings to you.

The few dollars more you pay at the store covers the huge amount of time spent by stores on a daily basis trying to recoup the cost of damaged items, missing or defective pieces, disposing of the huge amounts of packing materials, all added to the cost of the property, building maintenance and repairs, utilities, taxes, paying the people who do all of that stuff, etc... These are the factors to weigh when making your decision.