I have only shopped at Wal-Mart a few times. I find many of their products to be substandard. While they have the same brand names as other retailers their buying power allows them to order a version of a manufacturer's product that is of a lesser quality that is sold by the same manufacturer to other retailers. Just because Wal-Mart has it for a cheaper price than other retailers doesn't mean that it is the same product or even it is the same quality and or size or portion. This happens primarily in clothing and electronics but also in other areas such as food.
Also I don't like the way they treat their employees. They try to have as many part time workers as possible to avoid giving benefits and even those benefits are substandard compared to other large retailers in the industry. I understand that this is one of the ways that they provide "low prices". I like Costco personally. They are much more supportive of local and regional products and they treat their employees much more fairly. The majority of the employees are full time and the benefits provided are far superior.
Also I like to support local and regional based businesses whenever it makes sense for me to do so as a consumer. Also I've had much better experiences returning something at Costco then I have at Wal-Mart.
Hey, I understand why people love Wal-Mart. I'm just not a fan.