Truth is that as convenient as Petsmart and Petco are, they don't carry all of the things that bird lovers need. Besides supporting small business, there are a lot of good reasons to support your local bird supply store if there is one in your area. Sure you can order lots of things for your bird online, but the shipping adds up!
Places like The Bird Shop in Sacramento carry a variety of nuts readily availbale all year, pelleted diets by all the major and speciality companies as well as less expensive toys and a better variety of them. You can also shop for cages, supplements, perches as well as books and magazines.
Even better, you can find out what's going in the parrot community locally of just hang out and talk parrots with folks who are not going to roll their eyes at you and walk away.