Up until the Saga line hit in April 2002, the only retailer that I had within a two hour distance was Wal-Mart, and there were three of them in that area. Thus, Wal-Mart was literally my only option as far as SW figures in general went, although thanks to many kind people on the internets over the years, I was able to obtain exclusives and more difficult figures at the times they were released.
Nowadays, with so many more retailers near me to choose from, Wal-Mart is still, by and large, the only place I find things I'm looking for on a regular basis, but Target is neck and neck with them.
Recently, though, neither store has restocked any basic figures with frequency (Target hasn't restocked since early June, and even then it was with even more of the Wookiee Warrior and Neimoidian Warrior), and the SW section is rapidly shrinking at every WM I go into. K-Mart is just sad to even look at, and TRU looks like it has been hit with a tornado every time I go in there (which isn't often). All the KBs that used to be near me have been closed down, and it doesn't seem like I'd find much of anything there anyway.
So what is the best place to get new figures these days? I guess if you have the money to buy cases, it would be Entertainment Earth, since you run a better chance of finding a figure without spending two months and a ton of gasoline looking for it at Wal-Mart. Plus you don't have the employees looking at you like you're a weirdo when you walk out of the store five minutes after entering empty handed 90% of the time.