MicroShift and SunRace are good budget values. I've used cassettes and freewheels from both. I put a MicroShift 11-32 8-speed cassette on my old Univega. Works fine with my Shimano bar end shifters, index and friction modes. Cost a whopping $12 from Nashbar last autumn.
If my budget could handle it, sure, I'd go with Shimano's better range of cassettes. But Shimano freewheels are nothing special (although they're reasonably priced too).
Regarding the LBS question, that's going to vary from shop to shop. Some mechanics might be happy to install your parts for a reasonable labor fee, especially if it's an uncommon or discontinued component. My LBS has done odds and ends favors for me. I offer to tip but they won't accept, so I always buy some stuff from their shop and don't dicker over price. Other shops have more restrictive policies. Just depends on the shop and your relationship with 'em.