In the beginning of my IC, I would mostly order online to avoid the embarrassment of a drug store audience when buying diapers. Now, almost a year later, I am much more confident. Most cashiers have been nonchalant about it. I do find that young men seem a little uncomfortable about it while women never do. The exception I recall was having to ask for a bag once and she scrambled to get me one as if major embarrassment was at stake.
I usually order online but sometimes local sales can save a lot, especially because there is no shipping. Getting briefs and better protection still requires online buying around here. I've also never ordered a case here because it never works out cheaper, unless you factor in the shipping savings.