My nearest hobby shop requires a minimum hour round trip through LA traffic. What little "O" there is is MTH/Lionel stuff that is of no interest. The shop has a good stock of scenery supplies, and I stock up whenever I'm there. Otherwise it's the Internet and ebay (where else can you buy Walthers passenger car kits, American Std, etc?). Furthermore, unlike our lucky brethren in the East, the train shows are few and far between.
If it weren't for the ability to buy electronically I'd still be in HO.