Amazon is the furthest 'big box store' that I will ever purchase from. But only because it is SO convenient. And then, only for mass-productions, electronics, media, etc. Because in the end it doesn't matter, corporations win anyway.
I get a lot of flak from everyone for buying local, since it is always expensive. A single dress shirt, from a boutique shops in NYC, costs me $150, but the fit is amazing, no baggage on the sides, they design and sew, they pick and choose styles, and their style suits everything I have ever wanted.
Produce, to restaurants, to clothing, to hard goods, as much as possible.
Wal Mart can suck it