I prefer Amazon for two reasons.
Firstly, the speed and accuracy of delivery - nearly everything is delivered correctly and on time, and the few times something has gone missing or arrived damaged, Amazon has refunded/replaced without any stress.
Secondly, the ease of returning stuff when you change your mind or it's not what you expected it to be. Again, easy and no stress.
Compare that with Royal Mail where it's a lottery if, when or where it will get delivered. I've had loads of letters/parcels go missing or misdelivered via Royal Mail.
And re returns, it's often such a stress and hassle taking stuff back to the likes of Argos and Currys for a refund as they seem to take it as a personal affront and act as if you're wanting them to sacrifice their first born child to just do in accordance with their returns policy and actually give you a refund for changing your mind within the specified number of days, and even worse to get a refund or exchange for something faulty as they tend to pretend they don't understand consumer rights laws and try to fob you off by telling you to contact the manufacturers direct, when the law says it's the retailer's responsibility!
None of that stress and hassle with Amazon. As some mentioned above, physical shops often don't help themselves, with making returns a stressful experience, lack of stocks, etc.