I shop at our local grocery for produce and meats (WinCo) because their produce, meats, and deli are 100% better then Walmart and pretty much the same price.
For everything else I shop at Walmart because the prices are the same as the local grocery, but the Walmart is about 4 miles closer.
Overall it's actually cheaper to shop for groceries at Winco, but Walmart wins for closeness.
Everything else I shop at Walmart first. Hardware, small appliances, movies, games, clothes, etc etc etc. Walmart first, if they don't have it then I go somewhere else.
The only issue I ever have at Walmart is that they put the slow cashier school dropouts in the express lanes and they have horrible shopping cart management.
I do, at times, buy nicer cuts of meats at the regular grocery stores. And if I just need a gallon of milk, I run to the closest store.
And, the local Safeway was running a special, if you bought $50 in groceries, they gave you 10 cents off per gallon of gas. But someone sued, so all stores offering those types of discounts have to stop, supposedly.