I use a local lab for color 135 and 120 film, but have to ship out all of my other color films. The local lab is cheaper so long as I don't have them scan, make prints, or burn a CD. They charge too much for low quality scans. They also can't do any push, pull, or cross processing, but they do C-41 pretty well, and can have it done in a few hours. They have to send out for E-6, but it's still cheaper to go that route than to go online. They usually leave dust on all of my negatives/slides, but they're pretty good about not scratching them (most of the time). So as long as you don't mind a bit of cleaning before printing/scanning them yourself, that's usually the best way to go.
I use thedarkroom.com for the other stuff like large format sheet film, 110, and anything else out of the ordinary. They handle it well enough, though I've had some issues with quality control from them. First off, they always use these clips that poke holes in far corners of my sheet film. It's not in the image, so it wouldn't matter, except it makes wet scanning the negatives more difficult because the raised area around those holes invites air bubbles. They also have sent me back some negatives that weren't thoroughly washed. Lastly, I can't be certain, but they seem to have scratched a few of my negatives. Or maybe I did. It's hard to say. In any case, they do a decent job most of the time, and they're pretty cheap for sheet film and odd processing requests.
Neither lab is atrocious. Neither is stellar. And to be honest, they probably do about a good of job as I do on my B&W film, so I don't get too upset over the dust or occasional scratch. If I were a full-time professional photographer, I'm sure I'd be a lot more picky, but for now, the system works well enough.