Why go to a specialty store vs a major retail store? Well for starters these stores know their products. Typically all employees are runners themselves and able to provide great input. These stores are able to find exactly what you are training for wether you are a beginner or running your 50th marathon.
There is nothing worse than getting shoes, run with them a few weeks and not like them. Maybe they didn't support your high arch well enough...did you even know you had a high arch? Maybe you started getting knee pains or shin splints? One shoe won't fit everyone the same. Most local stores offer a 30 day return policy. I have yet to return a pair of shoes because Sole 2 Soul finds out exactly what my feet need. I pronate due to a high arch. I benefit from a neutral shoe. On top of that I also require a shoe with good ankle support.
Now I understand that purchasing shoes can be pricey. I run often so I am constantly getting new shoes. They recommend trading in your shoes around 300-500 miles. Why the big range? Well how you wear and tear your shoes varies from person to person. If I am in a budget I try to find them online. I already know the shoe and style I want so buying is easy. One of my favorite websites for purchasing online running shoes is Holabird. Of course there are other online stores you can look up, but I stick with what I know. I can usually get much cheaper prices here than the others.
You can prevent injuries from purchasing the right shoes
Where do you purchase your running shoes?