Not sure how much of a haul it is for you from Spencer, but these guys have a nice selection Blue Northern Trading Company
in Ayer MA, and there is/was a fly shop in Great Barrington (smaller selection). Haven't been to either in a few years but they were both helpful when I was last up that way.
As others have said, the advantage of a going to a fly shop, in person, is that you get help from experienced staff and can actually eyeball stuff before you buy. They're also much more willing to take you out back and let you cast a few different rods, show you how to tie a few patterns, help you pick out the right materials, and of course share a lot of knowledge about fishing local water.
The only downside compared to the huge mega=stores is that they will carry less stuff in terms of the range of brands and models of stuff they stock. But most fly shops will carry a range of options at different prices points, with prices that are comparable for the same brand/item as the big shops.
If you did find that you needed to go on-line for what ever reason, there are also a number of fly shops with knowledgeable staff that would be a better bet than the megastores. You could call on their 800 numbers and have them help pick out stuff for tying based on what patterns you want to tie (as an example) rather than try and pick out stuff on-line yourself (from a bewildering array of choices) or try and get advice from someone that has no experience fly fishing/tying over the phone from an order taker at a megastore. Fly shops have gone the way of the dodo around here, so i do a lot of ordering online from fly shops like that. (If you want recommendations feel free to PM me.)
If you're looking for specific advice on gear, feel free to ask here, you'll get tons of feedback. It helps if you include a budget since there is a ton of choices.
There are also a lot of fly fishing shows coming up soon, including this one in Marlborough MA next weekend:
It's a great opportunity to see a lot of products, wander into free seminars, watch casting and tying demos, and meet other fly fishers. They will also be reps from major vendors as well as booths from local MA shops selling all kinds of stuff and many fly fishing orgs/clubs like TU Chapters etc. Highly recommended.