Whilst I wish I could have bought my camera and lenses from a local camera shop to support them, the price difference is too great. Since April I have bought a 7D, 24-105 and tokina 12-24 from digital rev, and a 70-200 f2.8 IS II from hdew. All in its cost about £3000, from a UK retailer it would be more like £4000. That is a huge difference. One which allows me to have money to go places to take pictures of things I enjoy and to buy what accessories I desire. I have however bought filters and a new lens cap from a local store, at prices which I am sure they made a very healthy profit compared to what I could have paid online.
It isn't unethical to want to save money as mentioned above, after all how many of us when buying from a shop has asked for a deal if buying multiple items? Or asked for a tank of fuel/car mats etc thrown in when purchasing a car? An upgrade on your tv, phone, broadband. No one wants to pay more than they have to.
I will be the first to admit I'd like to support the UK traders, but a £1000 saving has allowed me to buy the gear a really desired and not something that I'd ultimately be unhappy with.