Wow, I wish Wal-Mart here sold crickets. Sure would save me a lot of ordering!
IMO, (and please correct me if I am wrong) crickets are crickets. You want the brown house cricket and not the black cricket. Other than that.. your cricket is only as good for your cham as what you feed it. This is where gutloading plays a big part. You can order crickets from the best reptile store on the planet but if you only feed them potatoes and lettuce, then you may as well just feed your cham potatoes and lettuce.
I am guessing that the Wal-Mart crickets are probably sold as fishing bait. I am unsure if parasites would be a problem in these crickets, but most crickets that are bred as feeders are the same ones sold to bait shops. Do a little research. Ask the store who their cricket supplier is and contact them. It is worth the trouble.
Almost any pet store that has reptiles will usually sell crickets. This is where I get mine. Some people order their crickets in bulk. There are a couple links on the homepage for these types of places.
While crickets are crickets you must take into account how they are kept and where they come from. I go to Pet-Co often and see bags of crickets that have been out for days with dead ones inside as well as the plastic cup things which have a lil food inside them. But the same thing happens some die and they are stuck inside that closed area for who knows how long. I order my crickets from Ghanns 1-2 times a month and keep them alive in containers in the mean time till I feed them. Sure you can get Wal-Mart crickets and they will probably be OK, however its just my personal to buy ‘quality’ bugs that I know are ‘fresh’ just my 2 cents…
My personal favorites are silk worms and crickets… They compose probably at least 75% of my food, the other 25% is flies, bugs that I catch out in the open, and various other worms that I will buy… I LOVE to feed my guys flies (which you buy from chameleonsonly.com, I think that is the site), I feed them the cricket gut load and the chameleons zap them up all day long. It is very entertaining.