If I shopped online only I would probably buy a lot less, so that would be the main reason to do so. I like to browse.
I mostly go to Ulta since it is a larger store and carries a larger selection especially for hair. The Sephora is a bit more of a walk in the same outdoor complex although if I park in the Belk lot I can get there from behind. I call our Sephora a mini store, much smaller than a standard Sephora store but larger than the little kiosks they put in a Pennys or Kohls.
There are a few things I always get from Sephora. Even though Ulta now carries Nars, they don't seem to have a section dedicated to it. They were not selling Nars when I bought my first Nars foundation, and the Sephora rep spent time with me to choose the right color for my complexion, so I always buy my foundation there even if Ulta carries it. Also, Hourglass products which Ulta doesn't carry. I've been using Hourglass translucent setting powder for awhile now, but recently decided to try their Ambient Light. I like to get the minis since I only wear makeup once a week, but that means I have to buy it online as my store doesn't usually carry the minis. You have to go through a maze of trial size products to get to the checkout at Sephora and they get me every time with those. I'm usually not interested in their freebies.