Re: Craft Store vs. Fly Shop (for materials)
I'd stick with local fly shops or online fly tying material sellers for most of your hooks, tying thread, feathers and fur at minimum.
Personally, I like to touch and inspect my hackles (both capes and saddles) and full skins of birds when buying these.
And while you CAN buy peacock at either a craft store or other sources, you have to be careful they aren't brittle and don't snap when wrapping around a hook shank because they're "seconds" in quality intended for other purposes. If you've seen the difference between peacock herl selected specifically for fly tying and craft uses, you'll know what I mean. Tying materials are "plump and robust", craft materials are skinny and dull in stature in comparison.
You need to avoid feathers that have been exposed to too much sunlight or have been sitting around for a long time too.
Same is true with furs. You can get some nice fur patches at craft stores and second hand/thrift shops, but when it comes to deer, elk, antelope or bucktail... stick with your dedicated fly tying suppliers to avoid frustration with second quality materials.
In these cases you tend to get what you pay for.