Heh, Amazon's not much better from what I've heard. The difference is I know Wallyworld's practices firsthand. Don't laugh, I worked for them and it put me through school because they paid me more than any place on campus would. That doesn't mean I have to approve of how they treat people--and from what I've read, they've gone steadily downhill from being really crappy to begin with.
Being able to pick up stuff at the store would be great, except that the Walmarts in the Phoenix area are usually located in less than stellar areas of town and I don't want to get mugged or find my car stolen. I'm serious. So I'd rather check out my local shops first, then order online if I can't find what I want around town.
My fave shops, Alpha Book Center and Changing Hands, are both local. They also both have discount programs. Alpha has 10% off on Saturdays with no sales tax EVER. Spend more than $20 before any discounts and you get a stamp card. Get three stamps on the card (basically spend $60, one stamp for each $20 spent) and you'll get an additional 10% off on your next visit. Changing Hands' rewards program is spend over $10, including tax, and you'll get a stamp on your card. Get ten stamps and get $10 off your next purchase. However, if you use a gift card or trade credit, no stamp. :/ Oh well...still, look into your options. Both places sell new and used merchandise. Bookman's is a HUGE local used bookshop with great prices on most things and a high churn rate, so frequent shopping is a must. I get a discount there because my mother is a college professor so we get the 20% educator's discount. It also helps I've known a good chunk of the staff since high school, but that's another story. I have found so many rare decks, rare video games, and rare occult books there for extremely reasonable prices that it blows the mind. Seriously.
I also have found a lot of my decks used, and gotten many OOP and many still in print ones for a song. I picked up a greenie Thoth back in August for $9. The box has some damage and the lwb was missing, but the cards are in virtual mint condition. I got the purple Thoth w/the three Magus cards last week for the princely sum of something like $2 after I got a ton of discounts. The cards, I don't think, have ever been used. They're slick as hell and slide all over when taken out of the box. The LWB is perfect, but once again, the box has damage. It looks like it had a run in with a box cutter. So if you're looking to nurse an addiction there are a LOT of ways to get your fix other than Walmart.