Although I do not shop at Walmart, I have heard good things about their script prices.
I don't use Walgreens or Target. I use the pharmacy within my grocery store b/c I find it most convenient. Unfortunately, I know I can always use something at the grocery store, or I schedule my shopping around picking up any script. Luckily, we don't have many scripts to fill, but I would still go there if I did.
I DO think it pays to shop around for everything. Of course, we all pay for convenience sometimes--I know I do. But it does make a difference to check out other store's prices.