If you shop around and do some pricing you'll find that many of the on-line outfits definitely beat the local lofts. And the promised delivery times are similar too.
As seen above you'll find some good testimonials as well. For someone not racing, and providing you have a very standard boat and/or do a good job of measuring things up this avenue probably is worth persuing.
If you're racing, though, you may appreciate the local service and support you get from a loft in your area. They will measure your boat up properly and you'll probably end up with somewhat better sails, albeit at a premium price.
1984 Fast/Nicholson 345 "FastForward"
".. there is much you could do at sea with common sense.. and very little you could do without it.."
Capt G E Ericson (from "The Cruel Sea" by Nicholas Monsarrat)