What I do is a modified version of this idea. My Petco is actually really fairly good with betta care. They look like they clean the cups, and most of the fish are healthy. I think that the sick ones probably came that way...and although they could do with some heat, they do a better job caring for them than anywhere else. So, if I go in and see a sick one I don't feel bad about purchasing it because it is usually not their fault. I plan on asking for a discount the next time though...I haven't done this in a while.
Basically, if it is a "good" store, you don't have to feel bad about promoting bad practices and you can still save the bettas that may die if not treated correctly- and we all know that this works better at home than if they are treated at the store.
I still find it very hard to resist saving the others though...like someone said this really is a double edged sword :(