depending on the item I try to support local whenever possible. If it's a small locally owned business that caters to the things that I'm into(outdoor stuff) I'll gladly pay more to a point. Good solid customer service means that I'll pay a little more, if they help out their community then that a few more percentage points that I'll pay, and so on.... On the other hand if they're a bunch of selfish blowhards forget it, I'll go internet.
I have no problem with wal-mart. They're a double edged sword as are most things in life. Like it or not there is some good that comes along with walmart as there is bad.