Tough question, and one that's been debated endlessly on this forum.
However, in general, it's a higher value proposition to buy and drill through your proshop for the following reasons:
1) When everything is taken into consideration, the price difference is usually minimal.
2) If something goes wrong (crack during drilling, bad CG marking, etc.) your proshop will take ownership.
3) Building a loyal relationship will get you deals in the long run that you would not otherwise have available.
The proshop guy was a little abrupt with you, but if he's the best you have available, use him for all services in the future.
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