Wal Mart or most JoAnns type fabric is OK for a quick nap or picnic quilt etc but I would not use it for anything you want to LAST.
Our Wal Marts here don't have fabric anymore, only some odd precuts -
JoAnns has SOME better quilting fabrics but you really need to check them closely. Some fabrics & fat 1/4s are ok but many are flimsy or poor print quality. If they feel stiff or sticky, they are just full of sizing and they are not going to quilt well or hold up to wear. You should look for a tight weave and a smooth "hand" to the fabric.
JoAnn's better fabrics are also as high $$ as quilt shops & online sources. Hancock's of Paducah (NOT Hancock fabric stores) and other web stores I use are often a better buy and ALWAYS better quality. :)