I'm not anywhere near an Apple Store either and always buy directly from Apple online. Even if there were a conveniently located Apple Store, I'd purchase online anyway.
For me personally, the main advantage is the ability to customize (BTO). It all depends on your personal needs.
Support is the same no matter whether you purchase online or at an Apple Store. With AppleCare support in the past I've always called Apple and they sent a courier with a specially designed container to transport the iMac to Tokyo for service. It was always very quick and reliable. Recently, Apple opened an authorized service center in my city which I've yet to have the need to visit. I imagine things work similarly in Oz considering the size of the country compared to the number of Apple Stores.