My shop's pretty good about pull lists. They have a print out in your bag every week, and if you want to add something new or take something off, they write it on there and update their computer later. The minis and whatnot just expire. They give 10% or 15% discounts depending on how many are on your pull list. I don't really put anything on a pull list because I'm afraid I'll miss it. They've never underordered anything that I can remember. But the discount makes a HUGE difference. I might mention to them the online thing. That would be great (although, as far as I know, they don't have a website.)
And Dread, you should at least put some of those titles that you're always saying are underappreciated (MTU comes to mind) on a pull list. They're always saying that, outside of actually buying the comic, that's the best way to show Marvel (or DC, etc) what you like.