For smaller projects, I head to the local mom and pop joint that I've been going to my whole life. I like to support them when ever possible. For big stuff, home depot. Lowes tends to have higher prices and fewer raw materials, which I typically look for in a project. Lowes has nicer finishing/prebuilt and a better selection of cabintry/sinks/faucets. When I am building it from the ground up I go to HD, when I want to make it look fancy, I go to lowes.
Also I have a pro account at HD, which automatically tracks all my purchases and sends me my receipt to my email automatically when I use my registered cards on my account. It's really convenient. If i need a return, I just swipe my card and it automatically finds all receipts so I never have to worry about hanging on to the receipt.