depends what I need...
If I need treats I go to PETCO because they have some good brands there now, I usually get the Zukes, my dogs go crazy for them.
If I need toys, wee wee pads, petzlife, natures miracle, pretty much anything else... I go to PETSMART because they tend to be much much cheaper.
However, I prefer to get everything online because that is always the cheapest route.