We found them at both ends of an aisle that had stationary/office supplies in it, but I've also heard to look near sunscreen.
Did you look on their website for a list of stores that sell them? That might help. That's where I saw that they sell them at Linens And Things, and I did find the sports ones there too.
I went to a different Wal-Mart today, and they also had a "pocket" spray bottle, which was a nice small size (it was a different brand, but Squeeze Breeze also makes one) but it didn't come with a strap.
Good luck!