I strongly disagree with the "buy expensive because it's life support" but that's not really what the OP asked.
I have no real loyalty to any shop though I do give pretty much all my business to one particular local shop, primarily out of convenience but also because they were the most supportive to me initially of the shops I have looked into in my area.
I primarily use them for fills and tank inspections, though I'm probably going to start doing my own tank inspections soon.
I buy little things from shops all over the place when I travel. I buy most of my "big" gear used, though, so I don't even look at regs or BCs in a shop. I occasionally eyeball a mask or pair of fins but generally don't bother because I buy those online. Again, wetsuits I buy online, except a couple which I've bought in shops due to immediate need or a need to try them on and not using a shop as a changing room.