I've had two FLGS's in my life that I would go out of my way, and out of my pocket to support.
Book Villa in Huntsville, AL has always had top notch service (ever since the current owners took over at least) or rather, that was the case as of 2 years ago when I moved away from Huntsville to Austin, TX.
Here in Austin, Dragon's Lair is the best RPG store I know of. I know there are others, but DL is close to my work, so its where I buy from. Also, my D&D group PLAYS THERE every other Saturday night, and they have gone OUT of their way to accomodate us even when there are GW tournies running, etc. So I have preordered my books at DL, knowing I will pay tax and full price (and have to wait till release date! Argh!). If they charged to use their table space, then I would not feel the need to buy there. They even let us use their copy of KotS since they had a preview copy prior to release. For doing that, and letting us play there, I encourage my players to buy their books there. Some did, some kept their Amazon pre-order, and I'm okay with that.
For me its not about guilt, its about paying for a service (table space).