Welcome to the forum.
The best thing to do, is try out a few labs and see the quality for yourself. I've used Costco, Walmart, London Drugs etc. But now I mostly use a pro lab.
I actually had some good luck at one particular Wal-mart, when one particular guy was working...I think this may be typical of cheap 'consumer' labs. It depends on how well the staff is trained, how well the machines are cleaned and calibrated and how much they care about their jobs. Costco has actually been pretty good and their prices are really low. I think their overall standard of quality is higher than the cheap labs but I've never really seen a high end quality from them.
London Drugs was my lab of choice for a while. They have an actual photo department and have photo techs who's only job is working in the lab (sometimes anyway). I found their quality to be pretty good, but not 100% of the time. Also, it became annoying when I had to go into the store and wait in line behind 4 soccer moms who couldn't figure out how to work the self serve kiosk. Also, their prices are significantly higher than Costco/Wal-mart etc.
The pro lab I use is
Technicare, The have an office in Burnaby but their head office is here in Edmonton. They are a pro lab in every sense of the word. It's their job to give you high quality images and they take their jobs seriously. The prices aren't really all that high either.
The first step to getting good prints, is to calibrate your monitor properly, which requires calibration hardware like the Datacolor Spyder or similar device. If your monitor isn't properly calibrated, then it will be really hard to know the cause of if your prints don't looks like how you think they should.
If you don't mind the shipping, many people recommend MPIX.com.