No huge difference. You will always get a better color selection at Sally's than Walmart/drugstores etc b/c they carry the whole line of Clariol etc. there. If you pretty much know what you want and how to get there Clariol will have predicatable results and I dont find too damaging. My MIL is totally grey and I always get her the GreyBusters Medium Neutral Brown from Clariol if I havent had time to get to the pro store. Know that if you go to Sally's you will usually use 2 oz of developer with every bottle of color, so dont necessarily get the hugest bottle of developer b/c it loses effectiveness over time. I also fond the cream developer to be easier to work with (makes the color or bleach thicker)
Its when attempts are made at making brown hair blonde, or doing a double process-like those kits that color then highlight your hair-that problems arise. In fact on one of the pro boards I still check in at, it is thought of as a great product b/c so many people need to come in for corrective color afterwards. The Feria dyes that are so raved about are a direct dye (like an ink) that yields very unpredictable results should you try and change the color at a later date.
Where the hairdressers get their colors are different, the lines can be very different than what you'd get at the nonlicensed or drug stores. I found an italian line I like-FRAMESI, as well as the Matrix colors. You usually go through alot of training to be certified as a colorist with pro lines.
I'm in no way knocking the Sally's stuff, I always reach for Clariol again and again b/c it does have great results and is cheap and easy to get. I learned on that line and always will feel comfortable with it.
Damage is always going to happen, just deep condition a couple of times a few days before you color and then I wait at least 24 hours before shampooing and conditioning after a color as well.
Hope this helps you out.