Walmart's pellet selection may be OK, but which pellets do they have? Do they have any of the high-end pellets that actually shoot well? I think they have the Crosman Premier domes, but the ones from tins are not all from one production run, like we get from the airgun dealers in the cardboard box of 1250 online, so even those are not as consistent.
The thing to do is order the straightshooters.com variety pack and shoot a group of each pellet from your gun, then when you find out what your gun likes, order several tins of them. Trust me, it's WORTH it, to find out what your gun likes.
Use that same variety pack to find out what your other gun(s) like, and order them in the same order.
I just ordered 3 tins of Air Arms Diabolo Field w/ 4.51mm head diameter from Pyramyd and a tin of Predator Polymags. One tin of the AA DF was "free." Shipping was $7 or something. Less than I'd spend on 80 minutes of driving.
I'm sorry to say it, but the bottom line is that you can't normally find good pellets locally.
Like I said before, PM me with your name and postal address and send me a few bucks by PayPal gift, and I'll send you a nice selection of pellets to get you started.