I think it is always better to try and buy from your local farmer or butcher shop. With grilling season there is almost always a farmers market in most cities/towns with someone who is selling their own meat. If you become a regular they would probably even try to supply you during the year. I figure buying local does three great things:
1.) You are putting money directly into your neighbor/friend's pocket rather than them selling it at the market where two or three other people eventually take a cut.
2.) Your local farmer is almost always going to treat their animals better than a large corporate feed lot. A lot of times if they do a lot of their own processing and selling they have no problem showing you what their operation is like because they have nothing to hide.
3.) Environmentally it is just better to buy local. When you buy at a large national store that meat is probably more well traveled than you will ever be given it is from X different animals (rather than one) and it has went all over just to be raised, finished on feed, processed, and delivered.
I have heard that now a large corporate supermarket (take your best guess who) is looking to do their own cattle operation so they essentially cut every one else out of the chain and I absolutely hate to hear it. I honestly believe they are going to produce an inferior product, provide poor conditions, and make it harder for the small farmer to stay in business.