I'm dirt poor
(I spend all my money on dirt! ), so I shop EVERYWHERE (literally, if there is a single plant anywhere in the store, I'll have a look). I try to favor the locals if they have what I'm looking for. There aren't enough locals, though, to provide everything I need. We lost one of my favorite nurseries this year, and it hurts whenever I drive by there. It was my favorite place for starter perennials and it was close enough to sneak in a quick visit while running other errands.
Some of the big chains are strictly top-down management, where corporate will dictate the suppliers, but sometimes the local manager has some discretion. Our Home Depot gets a lot of its stuff from a local grower, but I'd never have guessed had I not talked to him one day. That was a really nice surprise.