I thought I'd give a little advice for any weekend warriors out there, or anyone who doesn't frequent the home improvement stores as much as I do, but still builds things once in a while. Sometimes these big stores can be a little intimidating, especially to people like me who have social anxiety and shopping anywhere is a big ordeal. I do end up in Lowe's or Home Depot a lot though, do to the nature of what I do. I have a Lowe's, Home Depot, and OSH all within five minutes of my home.
First off just let me start by saying, don't ask the employees for help finding something unless you're looking for a well known item and you don't want to search the whole store. Mostly, in my case though, they have no idea what the item is that I'm asking about. I then have to order it from Amazon, Rockler, or Woodcraft (I wish I had a Rockler or Woodcraft nearby). But whatever you do, don't ask the employees for advice. Usually they won't have any knowledge in the first place and on a lot of occasions when they don't know what they are talking about they'll advise you anyway. This results in you buying something that you later find out won't work for your project. I've never actually bought the wrong thing from their advice because I knew it was wrong but I've heard more than once from somebody where they did end up at home to find they'd have to return the product. If they approach you, proceed as Ron Swanson would.
That being said, here's the good stuff. If you are buying dimensional lumber such as 2x4's or 1x6's go to Lowe's. They generally have a better selection and better price. At my Lowe's they also line up their big lumber carts in the lumber section so it's really easy to grab one without having to push the awkward things from outside and all through the store. I recently just got some nice and straight pine there with some pretty nice figuring on it, which is weird for pine in the first place.
If you need plywood or paint then Home Depot is your choice. For some reason they have a better selection of plywood .They also carry Purebond formaldehyde free plywood. At my Home Depot you have to hunt down a cart before you enter so keep that in mind. As far as paint goes I've used both Valspar from Lowe's and Behr from Home Depot. For walls I always get paint with primer added, it's a must in my opinion as it covers better, saving time and money. Behr paint however, is my paint of choice. It covers well and matches a lot of builder grade colors that may already be in your home. Valspar covers okay but the sheen of the paint is a bit off. Semi gloss is a bit too flat and it continues through the sheens so you have to buy the next sheen up to get your desired results if that makes sense.
For either store when you are buying lumber head to the checkout in the lumber section. It's wide open so you never have to worry about your lumber hitting anyone and makes it easy to maneuver the cart, especially with large loads. You can also move your car to the loading area and go out the big doors making your experience even easier. Although, I've never move to the loading section because I can usually find a parking spot right outside the lumber area doors. If you need your plywood cut down, it's a lot easier to have them do it in the store. They usually say they charge after 2 cuts. I've never had to pay for extra cuts but I haven't gone over 4 cuts either. The cuts are usually pretty accurate but cutting it a little oversized is always a good idea. Once the plywood is cut I can usually fit it in my Honda Element and don't have to worry about someone helping me tie it to the roof rack. And just for good measure I'll say cut one more time.
For the rest of the items at these stores, It all seems pretty comparable to me. I've saved money on different things at each store over the other so you just have to do your research on most everything else. I don't go to OSH much just because it's a bit small and the chances of getting what I want are better at a bigger store. That being said though I do check out OSH if I can't find what I want at the other two and I was able to get what I need a few times. My OSH is also right next to Harbor Freight and In N Out, two places I love, so I'll stop in if I'm there in the first place. I hope someone finds this useful and let me know if you have any info you would think I should hear.