I'm not sure we have Hobby Lobby in this area or not, but based on the things I've heard about them I wouldn't shop there anyway. That said, this is just a variation of the classic bait-and-switch and it's probably not uncommon among the big chain stores, regardless of where you shop.
For that reason (among many others) I usually local. They're competitive with the larger outlets, generally have a wider selection (though they frequently don't have as much of any particular item) and, most importantly, they know their yarn
. Which is definitely NOT guaranteed when you go to MegaCraft Superstore and get the part-time high schooler who may or may not not alpaca from a hole in the ground.
I'll also shop online -- but normally only for stuff that I'm already familiar with or that's been recommended by someone I know. The exception might be a yarn that's so inexpensive I won't care if it's horrid. If nothing else I can use it for practice/experimentation.
If you're in central NC (the Triangle area) I'll be happy to recommend some local places if you're interested. On line I've had good experiences with (in no particular order) http://yarn.com/