I've bought all my sex toys in person at a sex shop, no problems at all. I think the big advantage is being able to see exactly what you're getting, and being able to touch and make sure the texture's right. Believe it or not, it can make a big difference! Try and avoid rubber if you can - it smells, can be hard to clean and doesn't last very long in my experience. Aim for Latex or Silicone.... wonderful!
In terms of shop assistants, well maybe I'm going to the wrong shops but my experiences here in melbourne haven't been particularly wonderful. Not bad, but not something to write home about. My worst experience was an mid to late 50s woman who smoked the whole time and wasn't very knowledgeable about the products.
In an adult shop, it couldn't been a lot worse I tend to think!
Just have a good idea what you want - why stick with a dildo? Get a VIBE!!! Or a bullet! And make sure what you're getting is what it says on the box.
Also, have a budget and don't go over it. You don't want to blow your whole life savings on sex toys!!

Well, you'll WANT to.... but that's another matter lol.
Most of all, have fun and TELL US WHAT YOU BOUGHT AND WHAT YOU THOUGHT OF IT!!!!
CasperTG