I use a combination, based on sales and specials. I've done online through Kodak and Clark. I've also uploaded them to my local CVS pharmacy and they were ready in a couple of hours. I also have a color printer if I just want to print one or two photos quickly.
I use ritzpics.com I LOVE LOVE LOVE LOVE them. I can just order from home and pay online that way all I have to do is walk in and walk out with my pics. They have 6 cent prints on Tuesdays and Wednesdays.
I have been VERY HAPPY with Artscow. They often do great deals like today I ordered 20 5x7's for $1.99 including shipping! If you sign up you get 1200 free items spread out through out a year (so many 4x6's and 5x7's per month, free coffee mug, key chain, etc.). Shipping is a tad higher, but if you are patient and wait for a sale or special they are fantastic!
I used to go to Sam's, but I realized that truly was a pain in the rump, so I now mostly use Walgreen's. They have great sales, and online uploading is very easy. They even send an email to my phone when my order is ready, and it is always ready before they say it will be. I just go to the store around the corner and pick them up. I also like their "true digital" size.
I've used Kodak and Shutterfly online. I really like Kodak and the products they have (their photo books and calendars have been wonderful gifts!).
I've also used CVS, Walgreens and Walmart locally. I use Walgreens a lot when they have 50 prints for $5, however I'm starting to use Walmart more again because I can get my photos in luster/matte finish without having to wait for my order to be mailed. Walmart can be hit-or-miss though, at times. I am upset that they pulled out their Kodak machines which I liked for when I only needed a few pics if I was in a bind... But, it forces me to pre-plan and order pics ahead of time instead.
I have always used costco
-you can upload from home for one hour pick up
-if you preferred them to be mailed they always have free shipping on 4x6 and for enlargements its about 2.00 takes about a week
-excellent print and paper quality
-pricing is great about .13 per 4x6
-you need a costco membership
I recently tried snapfish since they had a special and I was a new member I was able to get 70 prints for .50 but with shipping came out to about 6.00 so slightly cheaper then costco but the paper quality was poor.
I have also done walgreens online order for pick up and with a special that's not bad, it's pretty quick and nice quality, I just don't use them much since I don't go there often.
I guess it comes down to which matters to you most price, quality, or convenience.