My local CEF is close at 7 miles away. I've not had any trouble with them. I have an account, so I can check prices online with my discount. Only thing is its a bit small... but you can check branch availability online too.
Further away at the other end of town is a YESSS. Not really used them, so cannot comment. For me its just handier to go to CEF.
Online retailers are good for prices, if you can plan well in advance and don't mind waiting for delivery.
The only problem I see with Screwfix, for example, is that the customers can price check themselves.. You can't mark up the materials like you can from a wholesaler.
Like with anything, if you shop around, you will find a good place, with good service. If you are not happy with your local, go try somewhere else.