It's certainly not as simple as Wal-Mart bad, LFS good....almost all Wal-Marts are bad and a lot of LFS are....but
The best Wal-Mart fish department will never be as good as a solid LFS.
Apart from Wal-Mart generally treating fish as stock (to be sold before it expires), their well documented abuse of employees - stealing overtime, discrimination against returning military reservist employees, shoddy health benefits, etc. - keeps me from buying from them.
I'd rather pay a little bit more (usually a matter of pennies or dimes) and not support perpetuate behavior I don't believe in.
I think others would prefer to continue to give them money...and complain when they don't change.
As for LFS, the saying goes: the LFS that you support is the LFS that you have. Hobbyists are some of the worst and the best customers for LFS. Don't expect that your LFS will stock the weird fish/supplies that you want...if you don't buy anything from them.