It depends on what you are cooking. Generally is is a good idea to get to know your local butcher. Tell him/her what you are wanting it for and watch their reaction. If thel look blankly back at you walk out and find a different butcher...
On a more helpful note - educating your local butcher is by far the best way however some things you can buy from the local supermarket. Here is a summary based upon my experiences to date
Pork shoulder (for pulled pork) - Supermarket is often OK
Ribs - butcher and ask for the meat to be left on. The supermarket ribs tend to be shaved clean
Brisket - butcher. If you find it in the supermarket it will be rolled as a joint with lots of hidden fat.
Chicken - Supermarket is fine. The larger ones are better than the smaller ones
Salmon - Supermarket. When it is on special offer you would struggle to buy it for less direct from Billinsgate.
I sometimes buy pork loin from the supermarket too but I usually just buy a whole loin from the butcher and it works out about the same.