Businesses, of course, have to, but even there it's hard. How does one "shop around" for a lawyer? On what basis can I judge whether somebody is sufficiently smart, hard working, and experienced in the domains I will require?
If I had to do it every day, I'd learn through a series of mistakes. In fact, that's basically what I have done, on the few occasions I've needed a lawyer -- I'm pretty sure I've gotten poor-quality work, but even now I don't really know. I know that I'm not happy with the results in every case, but I have no idea if a different lawyer would have done better.
That has mostly left me really hoping I never need an attorney for my personal life. Which I will, some day -- and suspect my heirs will complain about my choice.
And there are places lawyers can help a lot (hint: typically not business decisions).
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I have used Gunderson Dettmer since they started (was before that one of VLG's first accounts) and have very low legal bills. But I know when to use them and when not to. And when a partner is needed (almost never) and when I can get as good or better from an associate.
Another weird thing is that many customers value the firm and not the partner (I don't really use the firm GD, I use specific people). I "used" Cooley for one specific firm but really I used one person and when he decamped for another firm my company moved with him. Likewise just because that company used Cooley for general corporate law didn't mean we even considered their patent team.