The thing about complaining is that you have to do it effectively. Complaining to the guy's boss that he probably goes to lunch with will not do it. Chances are that he is hitting his numbers which makes his boss look good to corporate so no one in the store really cares. Corporate will care since it is their image that has suffered. Write to customer service at the corporate level with as many details as possible (location, names, time of day, price & product looked at) and service will improve in that store. Chances are that they may even fire the clown(s). They will likely give you an additional discount to make you happy.
If you are really set on shopping elsewhere, yes I agree that Direct Buy and other club stores like Costco and Sam's club offer good deals. As for your frame issue, have them throw in a new frame for you which you should be able to do. Also, if you are not in a hurry to buy, look for sales.