I guess it all depends on your pro shop and how much money you want to save. I know that my pro shop doesn't carry a huge selection, but can usually get anything within a day or two. They charge $40 for fingertip drilling, $20 for conventional, and about $4/ea for finger inserts.
I'll use the last 2 balls I bought as example:
Bruns Punisher for my wife (conventional drill):
Pro shop = $149.99 + 7.50 tax = 157.49
On-line = $87.50 + 10 shipping + $20 drilling = $117.50
So I can save $40 (or ~ 25%) by buying on-line.
Velocity for me (fingertip with inserts):
Pro shop = $189.99 + 8.00 grips + 9.90 tax = $207.89
On-line = $125.00 + 10 shipping + 40 drilling + 8.00 inserts + 0.40 tax = $183.40
So I can save $24.49 (approx 12%) by buying on-line.
So, if I buy both these balls on-line instead of the pro shop, I save $65. That's about 4 weeks of league fees, or a nice dinner out with the wife. My pro shop doesn't care if I bring an outside ball, he's getting his money for drilling either way.
I know the argument about the "extra" services, but my pro shop isn't located at the lanes, and he isn't going to close up shop to come watch me bowl and give me pointers. He'll shoot the $h!t all day long whether I buy something or not. Most of the stuff I've taken in has been older balls that the pro shop won't sell anymore, and my experience has been that last years models work just as well as the latest and greatest. And, if they drill it, they'll adjust the holes anytime.
My point (if I have one) is that the pro shop is going to make most of its money on the services and not the balls - they have rent, salaries, etc to pay, and we all need to make a living. If I can save money by buying the ball on-line I'm probably going to buy more balls, thereby giving the pro shop more drilling business.
BTW - I bought both balls from the pro shop. They didn't have either in-stock, and NO, I didn't do the math until after I had bought them! And YES, I did kick myself!