If some catastrophic event befalls your computer and it needs to be replaced, then I don't know that there's any difference. If it's something minor, you might want to consider the Genius Bar factor.
My girlfriend's iBook went all wonky a couple of weeks ago and she was irate. She couldn't get the battery to charge, and she was convinced that the staff would simply shrug and tell her that she had to buy a new one (battery, that is, not iBook), even though she'd bought the AppleCare coverage. The guy at the Genius Bar in the Santa Monica store was very polite and helpful, going through the various things that could be causing the problem before figuring out that the power supply had simply crapped out. The iBook was fine, the battery was fine, no need to box up the whole thing and exchange it or send it away. And even though they didn't have a replacement power supply on hand, he managed to appropriate one from the sales stock so she could leave that day and not have to come back. Needless to say, her mood did a complete 180-degree turn that afternoon and she left quite happy.
Of course, I don't think that they've ever checked for proof of purchase from an Apple store (online or brick and mortar), nor is it their policy to do so, but you might want to consider that buying from the Apple store shows a support for those kinds of services as well.
But, as you said, if you've built up a rapport with the staff at CompUSA and have someone there who can offer similar assitance, go with whomever you're comfortable with. If you've spent a lot of time with the people at CompUSA and they've answered questions and given you good information, you should reward them, by all means. That's atypical behavior at CompUSA, in my experience, and should always be encouraged.