Wal Mart's practices have certainly been much worse than Amazon's in aggregate.
As a consumer, Walmart is better than Amazon in the very short term. Long term, both Amazon and Walmart are causing serious damage to the economy of America.
Much better that we drive out of town to Walmart, pick up dinner at the drive-through, drive home, and never have to talk to anyone or walk on a sidewalk. Much better that the profits leave the town, the county, the state, and move to a corporate headquarters. Much better than the main economic center for a town is outside city limits so the city gets no tax revenue to maintain roads, schools, and water/sewer service. Much better that the taxpayers subsidize those rollback prices that force their employees onto food stamps and welfare checks. Much better that you can buy something so cheaply that when it breaks you just throw it in the ocean and buy another one.
Good riddance to America. The United States of Amazon is just so much more convenient.
There just aren't good alternatives to Amazon in general. Do you have another recommendation? I've tried to use Target but have found their selection to be quite bad.
You could go out and shop locally at small stores when possible if you want. Some argue it's still better to go to a Wal Mart than order from Amazon because it keeps local jobs. I've heard Amazon warehouse work has bad conditions but pays decently and consistently if you're willing to put up with it, while Wal Mart pays less and switches your shifts around but is obviously less labor intensive - various points for each but I have gotten the impression Wal Mart is worse on society overall. I think it's generally a moot point because the influence of the few people who are both motivated to take these stances on where to shop and can afford to is too small to make a difference - legislation and unionization are the most practical avenues.
One part of local shopping I highly recommend is farmers' markets - not just in the sense of not supporting Tyson et al, fresh eggs are great and you can even get different kinds like duck eggs (bigger and taste better), you can get fresh grass fed beef and other meats if you're lucky, and obviously the vegetables/fruits are good too.