You're definitely not a bad person for shopping there. Or working there.
I still shop at Walmart when i need items around the house or just need a couple things. I just make sure i'm over-the-top nice to every employee I meet, and compliment employees every chance I get when they prove helpful, which they often do. I also speak with management often, many times in a consulting role, as I still know most of them from my research days. Luckily the WM near me I shop at has a good management team in place, as I said above, there are some WM's w/ decent management.
Actually, the oddest story in my research came from Germany. Where I shadowed at a store where they set-up a Singles Shopping Night where singles shopped and met dates. It's been so successful it's spreading across Europe. See, now that's the kind of thing our WM shoppers need.