Nice thing about REI is that they will ship for free if you pick it up at one of their stores. Of course, that's not very helpful if there's no REI around, but it is nice if you live relatively close to one.
My REI is about 15 miles away. Not terribly far. But when I think about it, 15 miles x 2 = roundtrip, divided by 18mpg in my truck, times $3.25 per gallon for gas (gas has come down lately), =~ $6. About the cost of shipping most items directly to my house. :-(
But if I'm going to the REI store anyway to pick up other items that they carry locally, I have them ship the online-only items to the store ahead of time so I can get everything a cheaply as possible in one trip. It's always fun to go down to the REI Flagship Store in Denver anyways, just to wander around and look at everything.