Some malls regularly has a 25-30% weekend discount on all LEGO though, because they know it draws a crowd. Some big Toy Stores had the same offer, but most are closed now.
You usually only find the most common sets in stores. If you´re nerdy specific, you will have to find it elsewhere at full price.
I recently bought an older Train Set from a german online store. Same price as the newer set I could have gotten in a danish store, but I wanted the older one.