FFP and Steve gave me an enormous amount of help when I started getting serious about this sport. I buy most of my gear through them. Unfortunately (for them), I don't need much these days. I remain loyal and when I have larger purchases to make I usually do it through them. Never have I been disappointed in the service.
Mail order is sent the day of the order and often arrives the next day, with a handwritten note attached. Even though I haven't talked to them in months, they recognize my voice on the phone, and ask me how a purchase I made years ago is working out. Pleasant to talk to and open with advice, they'll sit down and teach you how to tie a fly, draw you a map when you ask about a place, etc. They'll talk you down in price if they think a cheaper product will work better for you. When you ask for stream conditions, they tell it like it is, and I've had many times where they told me I should cancel or postpone a trip because things just weren't happening at the moment.
The Feathered Hook is the only other shop I've been in that even comes close, IMO.
I've never been a big fan of TCO. It's not that they've been rude or anything like that. I've always found them to be knowledgable and friendly, and I've never had what you'd call a bad experience. They just seem to be more of a money making operation, with the classic salesman-customer relationship, rather than the "friend" relationship of the shops above.
They carry expensive products and try to sell you stuff. The flies are of relatively low quality. If you ask for advice, they push the main stretch on their main stream, instead of listening what kind of experience you're looking for. If you call and ask for conditions, things are always "on fire", and all of their "feature" streams are the best thing sinced sliced bread 365 days per year.
Fly shops are one business where I appreciate the "friend" relationship. If I want a salesman-customer relationship with good prices and classic customer service, I'll go to Cabelas. The purpose of fly shops is for the personal aspect. And I'll reward that with purchases.