Don't know about the US but here in Germany Ikea has an online store, too. Shipping for non-giant non-superheavy things is 3.90€ so pretty okay. They're not as fast as Amazon, though.
..or you can order online then go to shop and collect your order for free. It's usually the fastest method (except going to the shop and look for things yourself). I hate shopping so this is my preferred way of getting things locally.
