Wal*Mart is Wal*Mart because it carries low cost stuff .. you're not going to find a lot of 'quality' yarns there. At least not for wearing. Mine carries Caron's Simply Soft, which is nice, but I'm not sure I'd make a sweater from it.
Online places are usually your best bet. I just recently ordered from KnitPicks and Elann .. decent pricing and fabulous looking lines, at least from the pictures. I'll know better in a few days when it arrives.
Wrapigan, Sea Urchin Sweater, Envy the Owling, Easy Triangle Shawl
Brandon Handwarmers, Several felted Boogas, Not-Malabrigo Handwarmers, Malabrigo Hat
Monkey socks, Shawl for Jeanette, Scarf for Mykael