It is better to pick the chicks up at the hatchery, if possible, but often it's just not going to happen. I have ordered chicks from MMcM and Cackle with good results several times each, and once from Meyers, Also from the Freedom Ranger hatchery in Penn., with no problems.
Pick the season! Having birds shipped in very cold or hot weather isn't good, make it easier on those chicks.
Then, visit your local post office a few days before the chicks are to be shipped, and let them know that you want to be called at any hour when they come in. Give them good phone numbers, and have your brooder all set up and running, and be ready to run there at 6am, or whenever.
Chicks at the farm store have already arrived, by mail, and the farm store has absorbed any deaths. Care at the store varies a lot, depending on management and staff, and breed selection and sexing will be less --certain-- that directly ordering from the hatchery.
Also, getting chicks vaccinated against Marek's disease is a good idea, and chicks at the farm store won't have been done.
I get both; just what I want from the hatchery direct, and irresistable little guys at the feed store.
Beware of the feed store in spring! Those chicks will call you, especially when they go on sale...
Mary