As I get more involved in my woodworking I am less and less likely to
go to a big box store. There are some advantages to them however.
This is my current "store" rundown.

Softwood Lumber : 84 Lumber or 88-BC (a family yard near Binghamton),
both reasonable quality for 1-by and 2-by pine lumber.

Hardwood Lumber: Southern Tier Hardwoods, excellent prices per BF and
they have a section where you can just buy one board if you like S4S,
or get a truckload of rough or s2s, whatever.

Plywood and sheet goods: Lowes, period. There is no local source for
Baltic Birch (that I know of) and Lowes has much better stock of MDF
and plywoods than HD or the yards. Honestly there may be a better
source for "cabinet grade" stuff but i have not really needed much of
that.

"Pony Clamps", router bits that I need right now, pipe, Jorgensen etc,
melamine : Home Depot: They stock more and better router bits than
both Lowes in the area and the hardware stores are not even in the
game.

Handheld Power tools: Lowes or HD, toss-up, depends on who has which.
The local hardware stores usually just don't have anything.

Hand tools: herein lies the rub: NOBODY has anything good that I can
just go and handle. It's ALL mail order. Rockler, Lee Valley, ebay
whatever. I have to buy every bloody hand tool without ever touching
it. Unless I want some crummy lookalike tool made by a company that
"used" to make good tools. That said, both Rockler and Lee Valley have
been a pleasure to order from, especially Lee Valley.

Large Power tools: hrm... probably order them from a real commercial
equipment dealer who can have them shipped to their location and then
load them into my trailer for me. I don't expect to ever buy another
large power tool from a big-box store (although I like my Hitachi SCMS
and Delta teeny DP)

There is also a decent hardware store nearby, but to be honest, their
selection of tools is no better than the overlap between Lowes and HD.
Knowledge base of the staff there is probably a bit better though. I
would go there for pipe fittings, or vent tubes etc, stuff that I don't
know about and need to ask questions.

Paint: paint store of course, Sherwin Williams.

Knowledge: I learn more in this NG than I would learn asking questions
at any of these places!