I'm after egg layers, so common breeds are fine. I've heard that it's a crap shoot as far as what breeds you end up with, as well as the chicks not being sexed.
But, compared to the 20 dollar shipping from the hatcheries, I think it might be worth doing.
Hopefully someone will know what kind of selection is available on the west side of Indy. Up near me (carmel/westfield/zionsville) they had the white cornish, barred rocks, buff orpingtons or white leghorn (I think i remember one or both), EE and Red Star (called RIR but not actually). So really not much of a selection.
The reasons I probably wouldn't do it is that I fear they are getting them from hatcheries that are sexing and selling the females elsewhere, and the mix could easily skew more male. The $20 in shipping is worth it if you bring home 3/4 males that you pay for in the feed store.
There is also a major biosecurity risk from so many people hovering and touching them in the store and I have heard horror stories about them tending to be more sickly (they are usually not well cared for in the feed stores).