I do primarily local/semi-local, because I hate shipping fees.
That said, I always drool over High Country Garden's catalogs, and it's the only place I've found a buddleia alternifolia aka my all-time favorite butterfly bush.
A couple years ago, thanks to DG, I discovered what I affectionately call "my semi-local native nursery." It's a 55mile drive one-way from my house to theirs, but it is SO worth the drive. I try to take a day off during the week instead of going on a Saturday. that way the owners have time to visit and talk abut gardening/yardening/native plants, etc. They have a
website, and do a decent job of keeping it current regarding what they have in stock, so I use that for ideas, then drive down and talk to Jim or Debi and revise my ideas based on their expertise. AND they have a macaw that says "hi" when you walk up. What's not to love?
I also use the big box stores, but not as much as I used to. I have been pleasantly surprised there, on occasion.
There's another local chain that I'll use, but only when they're having sales, because I can't afford them otherwise.