Depends on the size/type of store. For things like DJs and the Myer group, they don't tend to accept applications in person, so it's better to do it online (as far as I know they only actually recruit around Christmas and not during the rest of the year because they just get the best christmas casual people to continue on).
For smaller stores, it's often better to do it in person/have a chat to the manager. This can give you an advantage over people who apply online because the manager has already met you/can see you're not socially awkward and is therefore more likely to call you back than some random with a name they get in an online application.
