Good reason to have your own supply of base malt and mill/crusher, only getting additional unmilled malts from the LHBS as needed. That's the position I'm now in...
The LHBS I visit only has the base malts in the basement. The rest are all in the main section of the store, in small bags, so you can get the amount you want without worrying about anything else being in there (at least not from the LHBS)...
If you're worried about dark malts, get them whole, and inspect them before you go to mill them. Of course, doing that a few times will probably start to get old. Especially if you don't find anything nasty in there.
Way I see it, if you order from a place with a decent amount of turnover of stock/inventory, the chances of getting droppings, and such, in your grain is really small. The places that are not doing so well, where grain is hanging around in bulk, are more prone (not saying it will have) to having other items in there. Of course, that also depends on how well they keep on top of things. If they care enough, and properly store things, I don't think you'll have an issue...