As suggested above, I've found better rates and service at credit unions than at banks, but you have to find the right credit union to get all the goodies.
In past years, credit union membership (usually about a $20 minimum in your savings account) was limited to those working for a particular business or in a particular "industry." Recently, however, for many CUs the only requirement is that you live in a particular county or are related to someone who does. In some cases you might get by with just knowing the name of someone who does - it's become much more "flexible" in recent years.
Larger organizations obviously can offer more services, and with more turnover on loans and such can offer more generous loan rates and better interest on savings accounts. Even smaller ones probably can beat the rates of commercial banks pretty consistently on auto loans and other secured (small?) loan kinds. (Nobody with any real money sense would consider letting a dealer finance a car, would they?) Some of the larger ones are even into home mortgages (primary) and many can give good deals on second mortgages for "line of credit" purposes.
You do have to investigate each one individually, and of course you may find the rare local commercial bank that's quite competitive. Of course, even when you find a good one, you still have to watch them, since changes in management and/or "investment philosophy" can turn a good one into mediocre quite quickly.