I've been getting photos printed from a variety of places recently, and was really disappointed with the online photo printing retailer Snapfish. The paper the photos were printed on was very thin, and the color in many of my photos was distorted (e.g., purple spots in the blue sky). I have been impressed with photo prints from Costco's Photo Center.
Holly shared a link with me about this issue, where the same photo was developed at several retailers and compared on print quality and price points. It is a great indicator for where to go before you pay for prints!