You might look at Brenneke K.O. slugs if you want to stay thrifty (they cost the same as most foster slugs) but are more accurate for some people.
If you're willing to spend a little more (like $8 per box of 5), you might try Brenneke's Green Lightning slugs. These are still rifled slugs, but they are supposed to offer good range and accuracy from smooth bores, and better accuracy from rifled barrels.
Wal-Mart probably won't carry the Brenneke brand, but farm/fleet stores and outdoors/sports stores often do.