There are a lot of medium or smaller hardware stores that sell most of the same stuff and it doesn't take a couple minutes to walk from one end to the other. As far as building supplies and lumber there are local institutions that the commercial guys frequent that would also be happy to sell to you as well. It all kind of depends on your locale though. Also there are franchises like "Builders Discount Centers".

Edit: I'll add that I've already boycotted about half the big box stores in my area this spring since they got people waiting in line outside and wearing muzzles. None of the other stores I mentioned are like that. The only reason I go to those big box stores is because of speed and I'm already in the area.