I totally agree. An official Lego store should be a requirement, not an option :)
I went to Cologne a few weeks ago and the official Lego store there is so cool. Prices aren't anything special, but they have so much stuff.
Personally I order my lego from a few cheap webshops, and scan for special offers at toy stores. Recently a toy store was closing in Amsterdam. Everything was marked 50% off. That put a big dent in my monthly budget
Does anyone have good tips on how to get exclusive sets cheaper?