No massively obvious pros and cons as you pay the same price. You don't get any freebies either way -- well, not these days, anyway.
I guess pros in Apple Store would be you get it immediately and you don't have to wait for shipping. Also if you're a paranoid pooper you can assess the display in-store for slight dents, breath marks, fingerprints, dust particles -- you know, all the things that MR members whine about.

However stock of certain specs may be limited, whereas you can get a BTO online/over telephone, albeit the shipping time will increase as a result.
Pros to buying online or over the telephone means you don't have to leave your desk or make the long walk/drive to an Apple Store. You don't need to interact with humans. You can bury yourself in your KFC bucket and greasily make your purchase between burps.
TL;DR: you're not likely to get a bad experience whichever route you go.