Dealing with wholesalers are better opition when starting out, Why? Because you can get smaller orders to suit the requirement of small business start ups.
Dealing direct from the factorys normally ask for a minimium order of 5-10k depending on who you order from, as well as they ask for a trading refferance, so a wholeseller would be the better choice to start.
Website is normally the best choice to start off with, Site maintance is low and it means you can see about what items are your top sellers.
The advantage to a website is the low cost of start up required, but the downside is that you dont have a local customer base and instead you end up havign to compeate witht he interire internet for best price/offers etc.
letting a shop can be costly, for my local area id be looking at between 5-12k a year in rent, plus business charges (can be foudn out from your local council) The advantage of the shop is that people will always prefer being able to actually pick an item up and see how it feels instead of looking at a picture. And instead of having to battle against every other retailer, you can build a local customer base.
Another idea if you start a shop, is to team up with a local site/sites, to advertise game dates and to get the custyome from the guys playing at the fields to come into your shop.
Nice additions to owning a shop, is if you can get large enough floor space you can think about adding fire ranges, product testing.
Before doing both, research everything,Importing tax, wholesale cost, resel value, expected profits, expected turnover etc. its a headache but you need to get all this in a plan before even thinking about starting up.
look about at retail units and see whats the best price you can get is, and again contact the council and get the business rates for your area so you can calculate your total out going.
Also depending on your area there are additional funds you can get hold of (for the south of Uk we have the
http://www.fredericksfoundation.org/)
I was going to do the same, but due to lack of funds was unable to get start up, if you need any help though, just drop me a message i might be able to answer any questions that might arise.