I have had great luck doing this - the dealer appreciates my point of view and the fact that I feel obligated to give them a shot at it, and in the event that there are issues with the gear, local support beats remote hands down.
Smart dealers realize that it is business they otherwise wouldn't get and usually offer a better price. If they don't, at least you offered and needn't feel guilty.
I have also had great luck in calling out of province dealers 500 km away and telling them that I am going to buy a particular unit and can do it out of the US or from them if they give me a similar price. Never been turned down. There is always a lot of gear with no local representation that one might want to try.