"Small business" covers a rather large spectrum of different types of businesses, and it all depends on what your needs (and wants) are. When I go shopping for clothes, I find that the "big boxes" tend to have a better selection of my sizes for better prices than smaller shops.
At the same time, if I want a decent meal...Well, I don't think it's a coincidence that there aren't a whole lot of 4 and 5-star chain restaurants. Those sorts of establishments typically only have one (or perhaps two) locations. If you want ethnic food, 99% of the time you're going to be going to a "small business." Yeah, there's Panda Express, but that's the Taco Bell of Chinese food. And for people who like Indian, Korean, Russian, Vietnamese, Ethiopian, or whatever - they're all small businesses. There's no such thing as McPho.
Then there are non-consumer-oriented businesses, like IT consulting. Yeah, you can hire IBM to create your website, but it will cost you an order of magnitude more than going through a smaller, more specialized firm (who will likely do a much better job).
When it comes to music, it's much a matter of preference. It seems to be a wash to me; Guitar Center has a better selection than my usual music store, but the prices aren't much different and the staff is generally unhelpful and kinda rude. My local store has the strings and stuff I buy regularly at the same prices, so I might as well go there rather than drive the extra 10 miles to the nearest GC. (I did, however, really like GC's competitor Mars Music, and I'm sorry they're gone.)
"Small business" vs. "big business" depends on your preferences, your needs, and the type of industry involved, among other factors. I don't much see the point in generalizing about one versus the other.