I like Milarm, have shopped there for years, and have always been treated fairly. In fact, my first firearm purchase was made there in the 1980s. I continue to frequent the store, purchase ammo, accessories, knives, clothes etc. from them and know them well enough be be on first name basis.
That said - I haven't purchased firearms from there since the end of the LGR due to their practice of recording info. This makes me sad, as I enjoy going there, and would rather spend my dollars there, but I am not willing to compromise on this.
Not only that, but it appears this practice may well be illegal under the provincial privacy act:
http://servicealberta.ca/pipa/documents/PIPAguide.pdf
See page 23:
Refusing to sell a product or service
An organization cannot make an individual’s consent to collect, use or disclose personal information a condition of supplying him or her with a product or service, if the organization is asking the individual to consent to something that is beyond what is needed to supply that product or service (section 7(2)).