I've had bad experiences with various quickie lube places the few times I've had to use them. After one of them overtightened the drain plug to the point where it had to be destroyed to remove it, I've always been leary of them. Wrong oil on one occasion, they leave messes behind, and I've heard too many horror stories like they drain the transmission oil instead and then end up overfilling the engine oil. Oh, and I got really tired of the upsell game. "Oh look, you can see dirt in the air filter (which was changed less than 1000 miles ago), so you should pay us $50 to change this $10 filter.". Well, news flash, air filters get dirty, and why should I overpay you to change something that I can do myself in less than a minute that is nowhere near due for replacement?
Like Bluetroll said, depends on how much you value your car.