Wow, I haven't gone to the store to purchase supplies from HD or Lowe's on my commercial accounts in years. I either e-mail, call or fax the order in to them and it's either delivered the next day or we go and pick it up at their contractor's counter. Both accounts are NET30 with flex terms available. I agree that actually going to the stores is a major hassle, hence the reason I use the commercial sales division.
I really don't think that a spool of THHN sold at HD is any different (quality-wise) than one sold at a CED or Rexel branch. All wire has to meet the same manufacturing standards. Residential grade wiring devices? OK, maybe there is a difference in quality but I don't think it's any different from Hubbell's new Home Select product line, all made in China and sold at supply houses. Hold one of their receptacles up next to a Cooper/Eagle 270V receptacle from Lowe's and you won't be able to tell the difference (except the color of the back). You will swear that they were both made in the same factory, and I wouldn't be surprised if they were.
With traditional supply houses, one thing that a lot of people forget is that they are charging more than big box stores because of the quality of people that they hire. Go to HD seeking advice on a 3-pole, 45 amp bolt-in GE THQB breaker, you will get that famous "deer in the headlights" stare. A subsequent call to the manager will confirm that you aren't going to get any help there.
BUT, I can go to the store in a pinch at 9:40 on a Saturday night, pick up two black 3-way Decora dimmers, an L14-30 Twist-Lock receptacle, a Diet Coke, a pack of shower curtain (rings that my wife asked me to pick up) and a half-sheet of plywood, go through the self-checkout and be on my way. They do offer a certain level of convenience, but that is IF you know exactly what you need.
Go to Rexel or CED looking for that same breaker, they will know exactly what you are seeking. If they don't have it, chances are that they can do a stock transfer from another location by the next day. The counter person will probably also do a search to see if they have another product that's comparable that may help you out.
Go to Grainger's for the same breaker; they will have 50 of them on the shelf, but you will pay twice the price for it. The counter person might not know much about it, but you'll have it in your hands and be out the door in five minutes if you have their catalog's part number.
So, in the end, it's all relative. Like I said in my initial post, I generally buy my basic generic items, like cable and plastic boxes, from HD or Lowe's. They have more purchasing power to keep the prices down on these items. It's not always the cost of the items themselves since that's relatively consistent. It's the level of support and local inventory availability that affects pricing being charged.
