On some things, sure. But is it worth the extra time and effort? Only you can make that call, and it depends on where you live.
For example, suppose I want to buy an iPod touch, a gallon of milk (I nearly said a "bag of milk", but you Americans don't have the privilege of buying milk in bags

), a box of wood screws for my deck project, a box of Ritz crackers, some Kleenex, and some Tide laundry detergent. I also need a new ink cartridge and some more paper for my printer. Oh, and the new Justin Bieber CD (for the kids

)
So I could walk into my neighborhood Wal-Mart and be done. Or I could go to the Apple Store, then the local grocery store, then Home Depot (or the mom and pop hardware store, if you prefer), then Borders, then Staples. Either way I'm walking out with the exact same brand-name goods. It's not like the iPod for sale at Wal-Mart is inferior to the one that Apple sells in their own stores. Even if it's NOT cheaper at Wal-Mart, I've saved time and gas money by not having to drive all around town.
Feel free to rail on superstores for their business practices, or for wanting to carry cheap-brand inferior goods (but this isn't a real issue as long as they still also carry the name brand stuff, no?), but "I don't want to buy my food in the same place they sell furniture!" in itself is a poor excuse. You can argue limited selection, and that can be true in some circumstances -- I agree that Home Depot would have a far bigger selection of wood screws than Wal-Mart would -- but then, I've also been to a lot of mom-and-pop stores where they carry the 4 different types and that's it, that's all.