Unfortunately there's only two malls/big shopping centers near me and they're both too much of a drive to make very often. But I do love visiting them every few months or so. Generally I prefer shopping in department stores, especially for clothing because I'm very picky. And for non-clothing items I just like having it in my hands and taking that specific one with me. I like knowing exactly what I'm getting. And I don't like paying unnecessarily for shipping things to me when I could run get it in 20 mins while also running the risk of them getting damaged in transit or just not being what I expected. But if I can only get something online then I'm willing to buy it there.
I will only use online stores to purchase something if it’s unavailable in my area and I really want it. I would buy from the Lego store but I had trouble paying for what I wanted to get using a Visa gift card and I had to have my sister buy what I wanted and pay her back. It wasn’t a very expensive set but I was annoyed because it was during the annual Black Friday sale that I think had everything 20% off plus free shipping and I couldn’t check out and by the time my sister ordered what I had wanted, the promo had ended. This is why I prefer buying things in person unless it’s a very specialized item.
It really depends. Some places are niche and you won't find what you're looking for unless you go out to a store unless you go on Ebay or something and don't mind paying shipping and a lot more probably. There's a lot of places during the holidays that I love to go to since they create a 'winter-wonderland' with all kinds of handmade ornaments, trees with pretty lights, carvings ect.
Shopping online is really convenient, but I also love to actually get out and make an outing of it. Do some errands, have lunch somewhere nice. I don't do it all the time, but it's nice to do it.