Common factor with the online places is you generally have to pay shipping. Either to your home or a shop that works with the online retailer. Then there's finding a shop that will mount balance for you that won't rape you on pricing. The pricing at the shops the Online Discount Tire places work with generally charge higher fees for those services.
Another common practice that's popping up in many places especially for chain shops or franchises is they'll refuse to do the mounting/balance claiming "Insurance" Reasons because you didn't buy the tires from them. I had several shops refuse to install tire pressure sensors I bought online from Rock Auto claiming the "Insurance" BS.
Do you homework/research and verify that you've got a local shop that will mount/balance tires that you didn't buy from them for a decent fee. Otherwise your "Online" purchase discount might evaporate quickly!
Many of the on-line places have arrangements with local shops, especially chain tire shops like Merchants Tires. You can find the local shops, see out-the-door price, and make the arrangements on the tire seller's site. The tires ship from the seller's warehouse (located around the country, so it's generally one day ground shipping) directly to the installer. Check www.tirerack-com