I will not step foot in a WalMart and feel no need to justify that. I have not set foot in one in over 20 years, and have no reason to go there, they have nothing at all I need.
Some self-righteous people might act obnoxious about doing the same thing, I'm sorry they do that, but I'm not going to let that influence or deter me, or wear me down or make me throw up my hands in despair and give up.
Other big box retailers may be bad in similar ways, but I think it's pretty clear Walmart is the worst example, so I see no harm choosing not to shop there. I might not be able to change them, they might not "miss my money" but part of conscious living is just doing things thoughtfully and deliberately. I don't boycott them because I necessarily believe I can impact them, I just avoid them because they have absolutely nothing positive to add to my life. Even if they were not a force for social economic and ecological destruction (and they pretty clearly are that) they simply have nothing positive to add to my life, so they can't have my money. I refuse to give them a penny. If there are no other options, I buy nothing. Sometimes it's good to buy nothing.
The people I know who shop there have learned to set the bar too low in terms of product performance and durability - they get sucked in by a few "cheap prices" then like crack addicts they have to keep going back, they loose all sense of how long appliance and clothes and things should last and come to "need" that low price because they replace products WAY too often. They also seem to come up with hobbies based on what's available at that store, then again "need" to go there to get consumables for crafting. There are different ways to live and craft, living and crafting are much older than the big boxes.
You can't get the same things as cheap elsewhere, but you can get better things elsewhere, and end up spending the same amount of money on a smaller number of better things. Then you need less space to house your things, and less time to sort and dust them.
The cheapness argument doesn't work. I know plenty of people with WAAAAAAYYY bigger incomes than mine who live a stressed and trashy lifestyle because they are addicted to Walmart. Shopping becomes a hobby for them, something they do instead of real hobbies.
Even though I'm poor I can't make cheapness too much of a priority. Stealing is cheaper than Walmart, but I won't do that either.
The shop local argument doesn't make sense to me either, unless you are also willing to buy crack or stolen bikes or stuff like that from local people who can't find other options than selling such things. Working at WalMart is obviously a better choice than selling crack, but they are on the same continuum of things people do when there are no really good options available to them. I don't think either thing genuinely helps the local economy.
OTOH online shopping, if it supports people making a living wage *somewhere* seems like a better option.
Don't let it get to you, the fact that no choice is perfect; that should deter us from being self-righteous, but not from trying our best, and being happy that at least we tried. Small battles