In all the times I've gone to Zara, I've found the prices lower than the online store due to the great in-store sales. You can definitely get great deals in-store as opposed to their sales that take place on the site.
It really varies. Sometimes there is a little sale section in the store that isn't available online and is cheaper than online, but other times it can be more expensive in certain locations. I recommend comparing prices in stores and online before purchasing.