If a fixture is the same brand/model, then it's exactly the same at any vendor. <-- EDIT: with exceptions, per faucetman below..
HD and Lowes do sell some quality stuff, but also a good amount of crap -- in the end you get what you pay for. A $50 Kholer faucet is not going to be as good as a $200 Kholer faucet. Within the brands there is a range of quality.
Plumbing supply houses might have a better selection of higher-end fixtures than the big boxes, though.
In general I agree with Scott but there are some exceptions to the rule and you really have to watch item numbers and descriptions to make sure you are getting the exact same item. I was recently cited Price Pfister item #T43-YP0Y (Ashfield Bathroom sink faucet) as a prime example. Same faucet same part number but in the description one says 100% metal the other 50/50 plastic metal. The manufacturers are making less expensive versions of some of their lines by making some of the fixtures and ancillary parts of plastic instead of all metal and sometimes you may also find that fixures in one store will contain all the parts you need as in a pop up drain, gaskets etc and another of the same part number will only contain the fixture and no other parts. Just be aware of what you are buying and compare items carefully from store to store.
A forum community dedicated to Do it yourself-ers and home improvement enthusiasts. Come join the discussion about tools, projects, builds, styles, scales, reviews, accessories, classifieds, and more! Helping You to Do It Yourself!