The problem with that classic "vote with your feet" capitalist screed is that it runs into problems in the real world.
First, WalMart has market power. Their presence kills off the competition, particularly small and locally owned businesses. If they are in your area the alternatives become few, marginalized and often completely non-existent.
Second, they tend to negotiate (or demand) and get huge public subsidies in the form of tax breaks, "regulatory relief", not having to pay for the costs of installing and maintaining public infrastructure and so on. Reports from a couple of years ago put those subsidies and resulting artificially lower prices at the tens of billions nationally.
Third, they use their economic power to get local laws and ordinances passed which are favorable to them and their business models in effect using the power of government as a way of lowering their costs.
Fourth, they have a pattern of lowering prices temporarily - until the competition has been driven out of business.
Fifth, their labor practices make it impossible for workers to negotiate for decent pay and conditions. They are famous for discrimmination on the basis of sex and age, knowingly hiring illegal aliens and firing anyone who even suggests unionization let alone tries to organize one. They also lower their labor costs artificially by squeezing out benefits such as health care in ways that somewhat smaller competitors can not do. They have the economic and political power to do so. There was a bit of a scandal a couple years back where their national policy on health care for workers was revealed. Except for a chosen few the procedure was for the managers to have a list of local charities and social service agencies. In other words, they sloughed the cost of health, dental and accident insurance off onto the taxpayers and the generous.
They really are that evil.