Dave makes a good point. Still, I think we have to "judge" companies against their competitors. Companies like Lee Valley, Tools for Working Wood and Highland Woodworking set the bar very high. Certainly those three companies are one store businesses which gives them some advantages. It is certainly harder to maintain the same level of service when you add additional levels of management, dare we say bureaucracy, required to run chain type stores.
I generally prefer to support the smaller operations like Tools From Japan where there is a person that is more service oriented who also provides more targeted solutions to my tool needs. Like others have said, I buy smaller items infrequently at the chain stores, especially since I had issues with the one large tool purchase I made at a chain store.