It's all too easy to walk into an REI thinking you're just going to pick up a water bottle and walk out with a $200 North Face fleece. If you don't fall victim to the titillating down jackets, -20 sleeping bag pods, or Chaco sandals, REI is simply nice for browsing around for all those outdoor-type things that would be nice to have but probably aren't worth paying $$$ for.
Contrary to 99% of retail stores, the staff at REI are well-trained, friendly, and genuinely helpful. The store has a good return policy and stands behind their products. Product selection is not always the same as their website, but you can buy something online and have it shipped to the store for pickup at no additional cost. If you find you don't like it, you can return it without much hassle.
I suppose my only critiques of REI is that its abundance of technologically advanced products might suggest that one needs to have top-end gear to in order to properly enjoy outdoor activities, even simple things like hiking and camping. I certainly don't agree with that, so buy what you need and window shop the rest...