Why choose a no-kill adoption shelter?

Hi all,

I must not be understanding a lot of adopting implications (as I have never done it), but the majority of people, from what I gather, are saying no-kill shelters are the way to go for adopting animals. I have never understood this. If I choose to adopt an animal, wouldn't the best thing to do be to buy one from a kill-shelter? I reason that I am saving an animal from imminent death, where they are in less danger from a no-kill shelter.

I guess I am just ignorant about a lot of the process, so I was hoping someone could fill me in!