I did target because most of the time u can use coupon codes including free shipping. I also had baby's r us and walmart, no one used walmart, who ever is local used babys r us, because u get a percentage of what is bought off your registry on a gift card
Babylist.Com you can add items from anywhere online and your family can have items sent straight to you. I'm in the same boat, and it has been great for us so far!
I did mine at target and babies r us.
Many of the places she mentioned above ship as well. Amazon is also easy and ships to you. Plus I think if you have prime, add something to the registry that's at least $10-20, buy it, you get a freebie baby box too. My family likes to visit from out of state so they just bought them and brought them down for the baby shower lol