I used to use W&N from JoAnn'es until I moved to Iowa to a small town where the nearest JoAnne's is about 65 miles away. I haven't tryed Walmart's yet but I have used their stabilizers for my embroideries and I normally just buy the whole bolt when I can find it. In my town, that's not easy either.
As to buying a bolt/roll of batting, I buy the king size as most of my quilts are over 105" and it comes folded in half so having the batting attached to your frame wouldn't be as easy as you think as you'd have to unfold it. My sewing room is in the basement with open rafters so I attached hangers above my cutting table and hung the roll above. I have an extra long metal ruler that I use to cut the batting by adding clamps to hold the ruler while I cut across my 4x8 cutting table. Keeps the excess batting out of my way being above and it's at the end of the table so I won't hit my head on it.
My quilt frame is 12ft and I have plastic rolling carts under it to store fabrics, stablizers, etc so no place to add another pole for the batting anyway. The other side has totes full of fabric I haven't found room to put up on the shelves yet. And here I thought my basement would be large enough for my sewing room after using an extra bedroom that was only 10x18 way back when I lived in Florida. Boy was I wrong. The more room you have, the more stuff your collect it seems.