Yeah, locals can be tough that way as you never know what to expect with the lines.
If you're going to go with the online sites, a lot depends on what specifically you're looking for. I threw a tiny bit on Matchbook during football but busted that and never withdrew. I re-deposited for baseball and am looking to make my first withdrawal at the end of April, but until then that's the only thing I'm not sure about with them. I believe it will have to be a check via snail mail, but I'm pretty sure they haven't had any real problems with payouts. Getting money on there isn't the easiest thing in the world, but that can be said for just about everywhere these days. They took one of my credit cards for a $500 deposit, but not the other. Not sure how it would go for a couple grand. You can also do a bank wire and a couple other options. Not sure if Western Union is available. But if you can get money on there, that would definitely be a top option.
My other book is VIP, which has lines that are probably very similar to your local. Not a great book, but again, I can deposit there pretty easily. I started a thread in the sportsbooks forum about which books to use for baseball, and there were a lot of good suggestions. But the only one I can vouch for personally is 5Dimes. They have great lines that are usually comparable to Matchbook, and they're up early with no waiting to get action if you want to play something big. Also, they're quick with payouts from my experience, but since I can't get money on there these days without jumping through hoops, I can't say if that's still the case.
So if getting money out quickly or getting paid every week when you win is a big deal for you, then you might be better off staying put with your guy. But if you're like me, and play with money you know you won't need at the snap of a finger, then I'd definitely recommend it. Just to give you a quick rundown on the current lines for your games, Matchbook's got the D-Rays at -121, the Yanks at -128, and the Sox at -122. Whatever you decide, just wanted to help out if I could for someone who contributes a lot to the forum.