unfortunately it's all about convince, and for the most part, your local store (or my local hi-fi store) is about nothing of the sort. You have to make do with what they've got in stock.
for the life of me, i've never ever seen any hi-fi shop, stock any replacement parts for headphones, you local store might be different, but i doubt it. don't get me wrong, like the human interaction, but i like saving money more! having said that, I'm about to buy a pair of Dynaudio speakers locally, but i won't be stiffed on the price. either they match or lower the online price, or i'll buy online.
as for HD414 ear pads...forget it...most hi-fi shops probably won;t have know anything about the HD414's let alone if they've got replacement pads or not.
get on ebay and enjoy the comfort.