Welcome,
Audiogon gives a rating system for sellers, which is vital for retailers. Most of the vendors here at Audio Circle also live and die by the word of mouth that is posted. They're small enough to sell direct (and save the huge retail mark-ups).
Its hard to compare retailers/vendors as they rarely carry the same brands. Most folks focus on types of product (solid state vs. tube, digital vs. vinyl, standmount vs. floorstanding) then move into subsets of each or brands, then follow the professional reviews and user word of mouth. Once you've done all that narrowing down, there's very little choice of where to buy.
If you're looking at mass marketed stuff, I'd shop by price, return policy, and service. Where possible, I'd like to support my local merchant, but they don't carry much that holds any interest to me.