I usually buy my fabrics for quilts at my LQS, partly because they carry beautiful, high quality fabrics, and partly because I want to help keep them in business. They also offer sewing classes and have knowledgeable ladies that can answer my questions (I'm kind of a newbie quilter and need a lot of hand holding). They sell sewing machines and have a repair technician on staff, so I appreciate that too.
Am not very impressed with quilt fabric selection at JoAnn's but did purchase some rather cute fabric to make pillow cases for the 1,000,000 pillow case challenge at Hobby Lobby. Didn't know until last week they even carried fabrics. I will be checking out the local Walmart soon to see what they have.