One other bit of advice if you're determined to buy 'in person', as it were... Check your local yellow pages or do a Google search for "Pipes & Tobacco", then weed out the head shops. :wink:
Take some time to wander through the shops you identify, and see how the employees treat you. Personally, I like to be left alone to check on things myself, but it's nice to have someone check to see if I have any questions. When I bought my first pipe, I told the employee who checked in with me exactly that - I was interested, but totally ignorant, and the employee guided me to the section of pipes in my price range, then suggested I try a particular blend (first sample bowl on the house, which was nice), then made sure I had some pipe cleaners and some way to light my pipe (cheap butane lighter to start with), and then we made conversation for a while as we discussed music, beer, etc. - and I've pretty much stuck with that B&M ever since, even though I think there's another well-known tobacconist slightly closer to my house...
Good luck, read as much as you can, and take your time.