I shy away from Walmart as much as possible. I suppose the reason is cultural: Walmart is beginning to feel like a subculture here in Maine (and possible elsewhere considering how many times I've heard it spoken of in country songs). It's a culture I simply don't relate to--anymore.
I also am against Walmart selling fish for pets. It grates against my moral center. I remember going through the pet section and seeing all those Betas cooped up in tiny, plastic packages; most of them dying or dead. (Despite popular belief, Betas need lots of room for exercise!)
I am against big businesses in general, mostly do to ecological concerns. I prefer shopping at small town stores. I will pick the local bakery over Dunkin' Donuts any day. Not only are the prices better, the food and coffee is better! Natural food stores--while expensive--are often much friendlier, homey, and less sterile.
There is also something about big business that seems to stifle creativity. Everything's so mainstream and built on flashy fluff and meaningless jargon. The best example is the recording industry. When an underground movement begins to take hold (blues, punk, rap, grunge), it is quickly incorporated into the industry where profit--rather than creativity--drives the music.