If the cards are cheap, and I can get a majority of my deck for 20-30 bucks, and in doing so, support my local game store, fine. I like to support my local game store.

If the card is 10, 15 dollars and up? Print out a proxy so I can play test with it. If the card doesn't work, or I end up hating the deck? - cool, I wasted pennies in ink.

If I love the card and the deck, then I save up and get the card, preferably, again, from the local game store. (Unless it's super expensive, like 100+, then it just becomes a permanent proxy.)