I actually prefer Dick's Sporting that is primarily where I've built my tackle up. We were supposed to be getting a Cabela's in my town (Greenwood, IN), but the company after pre-developing the land pulled out of their expansion plan when the economy tanked. I've been hoping that with the land already prepped Bass Pro would pick up in it's place, but doubt it.
I have to disagree, Dick's is not more expensive. This spring I did an experiment and I strongly suggest you do the same, it really helped me be more conscience of my shopping because I am really just starting out I want to make sure I'm getting my monies worth. I took the 2010 Bass Pro Fishing Master Catalogue, pulled out items I knew I could find at both Dick's & Gander Mtn wrote down the prices and went to both stores and did a comparative price shop. Dick's won, easily. I covered everything from Triliene, Rap DT's, zoom bush hogs, and Eagle claw hooks. My Dick's Sporting Goods was the same price as everything in the BPS catalogue.
Gander Mtn, was the over priced store, and it was noticeable. Plus ten cents, plus a dollar there, plus 5 cents on this, but three cent's cheaper on something else. To me that adds up. If I'm spending my money I want to get my monies worth and over time that nickel and dimes adds up, and could have been an extra pack of 7" worms
There's also a trick to DSG. Join their Scorecard group. That's their preferred shoppers thing. For every $ you spend at DSG you get points on your scorecard, once you've spent up to $50 (I think) you've got enough points they send you a $10 gift certificate. Monday I just took my latest voucher over and bought two spinner baits and walked out free. Cost me $9.98 for a Strike King and Booyah spinnerbaits. They can keep the two cents.

The DSG scorecard group is really what makes it worth it. Being a member of that you get exclusive coupons that you don't get in Sunday ads like for additional 15% off of you purchase which you can add to already sale prices. You have to keep an eye on them in the fall and early spring especially they have clearances to clear out fishing stuff to make room for the new season. Some of that can be up to 20% off plus your 15% off added to that.
They also send you coupons for a free scorecard points so you get your $10 gift certificate with less money spent out of your pocket.
Two biggest faults with Dick's their selection is not as great as a BPS or Cabela's, particularly with their rods, reels, and combos and two dealing with all the teenagers in their shopping for shows and listening to the blaring music are turn offs. But by far, for me, the best value when buying fishing stuff is DSG.