You can definitely go slumming at Walmart and get lucky, especially in towns with young professionals. I prefer jazz bars and hotel bars in my heydays. Nightclubs is too loud for you to talk.
As far as Lego, Target and Walmart have equal chance of you getting lucky. If somebody returns something from ages ago, you'll be able to find some stuff. Plus, especially during the holiday they actually clear out their warehouse outback. One member found some Queen Anne's revenge over the weekend. Somebody can also have hid items from last year and didn't come back to pick them up. My best find ever had to be 8 Black Pearls sitting at the Walmart clearance for 49 apiece. That was better than getting lucky with some sk**k.