Hello kevinrobertson16,
Great question! It's awesome to hear you want to stick with QuickBooks and I'll explain what the options are for moving data from Online to Desktop.
In addition to third-party options like Fiat Lux mentioned above, you can also export data from QuickBooks Online to import into QuickBooks Desktop. At this time, it's possible to move lists and balances, which you can learn more about here: Move lists and balances from QuickBooks Online to QuickBooks Desktop
While this won't give you a complete file, it does give you a place to start so that you're not having to build up from scratch.
I hope that helps! Give me a shout if you have more questions.