I bought my LCD TV from a local BB store, they price matched it from Amazon and then he asked if that was good enough. I laughed and asked for another $20 off. He said he couldn't do that. I laughed again and said that was fine, i'd still take it.
I was intending on ordering from amazon, but when i went by there and looked around, i started suffering from the got to have it now problem. I may not have done it if they didn't price match amazon, but they did with no hassle at all. He pulled up the model on amazon's page and verified i was right about the price and matched it.
Surprisingly easy.
As for exchanges and returns, I've only actually returned for money back or store credit a few times, crappy gifts i didn't want in the first place. (none from amazon). I've done a fair bit of exchanging on amazon due to damaged items. They've yet to complain and seem to be doing better on packaging things i order.