Up until 4 years ago, I bought all my ammo at Walmart. Since then, it's been 100% online purchases from SGammo, Sportsman's Guide, Target Sports USA, Cabela's, Palmetto State Armory, and a few others. There's just not much variety at my local WM. Low inventory on what they do have, and prices are not all that great. Not to mention it's a PITA to try to run down the one employee with the keys to the ammo case.
I know I've told this story here before but my point is that Kmart used to sell lots of guns and now they sell nothing.
Ditto Walmart, and now they sell virtually no guns. Air guns, scopes, and ammo only, and my info is that they will soon stop selling ammunition completely.
I find Walmart to be competitive for my range ammo (9mm 115 grain FMJ in Federal or Winchester, or 12 gauge buckshot in the same brands), once you factor in the shipping costs for purchasing over the internet. For better stuff (Hornady, for example) I've purchased from Cheaperthandirt, Cabellas, Gander Mountain and Bulkammo.com.