Cleveland Driver, 3W, and Hybrid bought from Golf Etc...very happy with them.
KZG irons bought from a club fitter my son knew in Des Moines, IA.
Putter purchased from local golf shop.
I would prefer to do my business with local vendors, and like to be able to talk products and golf with people that tend to play and keep up with whats going on. There are some in the Big Boxes that may play, but they are not going to fit you like someone who makes their living doing it.
However, I probably play no better with the stuff I have than if I would have purchased a full set off the shelf at Academy or Dick's...but I know that having my irons +1" and 1* up would not have happened at the big boxes.