Ugh, I hate giving Walmart credit for anything but they do have an excellent selection of citrus right now. I bought myself a bag of red moro oranges which are a type of blood orange that I have not seen anywhere else. They taste really citrussy and are a nice change from the standard orange. I also picked up a bag of softball-size grapefruits which aren't very common and were good to snack on. They also had Bausch & Lomb pure moist contact solution which Costco does not have.
I also have not run into their loss-prevention measures as of recently, but I still think they should make them more subtle. Nobody likes shopping and feeling criminal for doing it.