Never used Walmart. But Costco and CVS (USA) do the processing onsite in my town. From my experience CVS is poor quality, pretty terrible scans and they really manhandle the film. Fingerprints and scratches and the like. Costco is a little better, the scans are okay for the price and the processing has been pretty okay.
I'd never take anything I cared about to a local drugstore type place though, too many bad experiences in the few times I've used them. NCPS does great work, the scans especially are some of the best lab scans I've seen. But NCPS is way more expensive, so I guess it boils down to the basics of you get what you pay for.
I've heard lots of people who have had consistent great luck with the work at their local 1 hour photo type places. So I guess it varies. I tend to like either doing it myself or sending to a decent lab, if its worth doing it's worth doing right I guess. Unless its just some crap shots or a test roll.