Infrequently, only if I can't find the item I want/need in a shop. This brick-and-mortar buying habit of mine only applies to two broad categories of my spending; a.) things of high value (i.e. jewelry, etc.) or b.) things that are experience oriented (i.e. skiing, cycling, hookers, etc.). I am a frequent online shopper in other categories (i.e. Amazon Prime).
Boots are a no brainer, I rely on an experienced bootfitters recommendations, I always try on several models, and I go back to my bootfitter for fit tweaks after I've skied them a couple of times. Ski's generally are at price parity between online and in store for current models. If you go to a good shop like Wick's or Salter's, you can talk to someone who's actually skied the model. When they throw in mounting, it tips the price in favor of the shop.
Other items like helmets, goggles, & outerwear I don't feel comfortable "showrooming" the item. If the shop went to the trouble evaluating and inventorying the item, my using them for showrooming crosses an ethical line for me.