I am pretty lucky in the fact that I have three local homebrew shops within a decent (non rush hour) drive from me and two more a bit further a way. They don't always have everything I want but they are friendly. I have had excellent service from AustinHomebrew but I am really trying to buy locally because I want these stores to say in business not just for my use but it is good for the hobby in general.
I also live less than a mile from a Market where I can do 80% of my food shopping. I pick up the rest of my stuff from Publix and Target.
I don't really go out of my way to buy from local businesses but I choose to because they offer the best service to me (usually).