I've purchased stuff from all the sources you list, and one that would be under the catagory of "other".
In the late 90's, I bought direct from the manufaturer, Bose. Got a set of ANR headset from Bose via telephone. No, they were not cheap, but really worked well. I never saw any of that model headset in any FBO or Sporty's, and I came to the conclusion that they only sell direct to consumer. Maybe that's changed by now.