Sony Cierge is a service. It may not be as competitively priced than other online or "brick and motar" retailers; however, they are able to secure hard to find, limited released, and other services that are regularly not available elsewhere. They also provide a dedicated Sony Cierge Technical Support phone number, that eliminates phone trees and the regular technical support reps that are clueless. I believe their warranty is also better, as I remember my Cierge telling me that they overnight everything to get the repairs done in a timely fashion.
Think about it as flying first class vs. coach. You get a more initimate treatment using Cierge than you would get from purchasing it elsewhere.