I don't know the supplements industry at all, but I do know direct versus distributed sales.
1) The cost of having a storefront significantly drives-up your cost, thus you need much higher product margins.
2) Distributors (especially chains) can move product out of the gate fairly fast, but it's all about who gives them the highest margins.
3) A distributor will screw you when someone else comes around with a higher-margin product (even if it isn't as good).
Bottom line: You have to develop and manage a direct vs. distributed pricing strategy or you'll wind-up pissing everyone off.