Being a huge fan of clams, but not yet the millionare I aspire to become, I can sypathize with wanting to get more for less. Health-wise, I'm quite certain that mail order is fine for health (after all,
AFAIK, that's how
LFS gets the clams!), but a trip to a store with an excellent selection of clams will show that all clams of a species aren't created equal in coloring.
IMO, nothing beats looking over a pool of candidates, seeing all the beautiful varriety, and suddenly spying the "one" that for whatever reason jumps out at you.