If you want to create a software that can switch the database I would suggest to use Hibernate (or NHibernate if you use .Net).
Hibernate is an ORM which is not dependent to a specific database and this allows you to switch the DB very easy. It is already proven in large applications and well integrated in the Spring framework (but can be used without Spring framework, too). (Spring.net is the equivalent if using .Net)
Spring is a good technology stack to build large scalable applications (contains IoC-Container, Database access layer, transaction management, supports AOP and much more).
Wiki gives you a short overview:
http://en.wikipedia.org/wiki/Hibernate_(Java)
http://en.wikipedia.org/wiki/Spring_Framework
Would it be better to query the wholesalers database directly instead of storing their data locally?
This depends on the availability and latency for accessing remote data. Databases itself have several posibilities to keep them in sync through multiple server instances. Ask yourself what should/would happen if a wholesaler database goes (partly) offline. Maybe not all data needs to be duplicated.
Can we do this and still remain database agnostic?
Yes, see my answer related to the ORM (N)Hibernate.
What would be best technology stack for such an implementation?
"Best" depends on your requirements. I like Spring. If you go with .Net the built-in ADO.NET Entity Framework might be fit, too.