In terms of malts, I am usually understanding if a LHBS only carries one kind of Vienna, or only domestic, or whatever. Too many grains and not enough turnover, and you end up with stale product. The better stores will listen to customer feedback, and help you get what you need. I figure if I can get 90% of what I want at the store (as someone with sometimes fairly stringent recipe requirements), I'm in pretty good shape. Even big online retailers don't always have this variety of grains!
My one peeve--which is fairly common across many stores--is when they don't label malts with manufacturer, or don't update the labels. I really do want to know whose chocolate malt I'm using, for instance, because there can be a decent color and/or flavor difference between maltsters.
I'm lucky to have a really awesome shop near me...an excellent selection, and the owners are a family of super nice people who are really knowledgeable. Plus, they make my kids feel welcome in the shop, which is also a bonus!