This is a great discussion. Short answer, yes, occasionally, but it's not convenient for me and I don't need much that they sell.
My history with Wal-Mart has evolved over time. When it first came around (~mid 90s in the midwest) going to WM and Cub Foods was a semi-regular family outing in middle school on a Friday night. It was great! So many things in two places (this was before they sold groceries).
Fast forward a few years and moving to a rural area where Wal-Mart decimated several locally owned grocery stores within a year of expanding to become a Super Wal-Mart. At this point I was fully against shopping there and remained so for many years. I was against their sprawl model and what I felt it was doing to small businesses and communities. I also did not live close to a WM for many years, so it wasn't a big deal. Even when I moved to within a reasonable distance of a WM, I still didn't shop there for personal reasons.
A few conversations over the years started to tilt my thoughts a little bit. One guy I worked with told me that WM fills an incredibly important need for poor people. They were providing goods at prices lower than they had ever experienced. And when they went into groceries, this effect was magnified. So it filled an important role for a significant portion of the population.
I still don't care for their low wages and poor treatment of their employees. It's been documented that part of orientation at (some) WMs is how to apply for government assistance, which is absolutely crazy. However, they have been pressured by profits and outside groups to create some useful change within the company. At one point in time (maybe 10 years ago??) WM was one of the largest producers of solar energy. When WM decides they want to offer "organic" milk and produce, it's a massive gain for those industries. Of course, the definition of "organic" does not mean much by USDA standards today, but it is certainly a little bit better for the planet (at least I hope so.) Others have mentioned how they can have a positive effect on things like packaging and reducing waste which is also a benefit. Today though, I prefer to spend my money at Costco and do go to WM occasionally. I've bought cargo pants there for work pants (scrub bottoms) and maybe fishing tackle (all the small tackle shops are gone).
I'm going to put out a likely unpopular opinion too.... All of this "I don't like the atmosphere" has as much to do with the big box experience, the fluorescent lighting, the big parking lots as it does being uncomfortable being around poor people. I see it in someone close to me who is from a very not-poor area. This person does not like going to discount grocery stores (like I do) or Wal-Mart and I straight up think it's because they are uncomfortable being around poor people. It's very convenient to say this when you have a variety of options (i.e. have money), but for the vast majority of people, shopping at Wal-Mart is their only option either by geography or by economics.