Small business? How small?
I run a small retail and service business in a country town. The locals like having my shop to supply those little things they need urgently; can't wait for them to be posted, but mostly shop online or at large retailers when they go to the Big Smoke. Only a small percentage of people recognise that if they don't support the local retailers, not only will they be doing more travelling, but they won't have any one to ask when they stuff something up. It won't be until the business closes that most people will realise that there's nobody to answer their question and provide some service. Oh yes, those that do buy elsewhere quite unashamedly come in looking for free advice.
I have a friend in town who retails specialised sports clothing. He complains bitterly about the people, who come into the shop, try the clothing for size, then buy online. Being heavily involved in the sport, he knows the locals very well and knows who buys from his shop and who doesn't.
Yes, you have every right to chase a bargain and I do it myself, but just stop a moment and think what, if any, impact there will be for you if that local small business disappears up it's own fundamental orifice.