When it comes to protein it's not where, but who the manufacturer is that matters. So many well known trusted brand companies are being bought out by large scale food suppliers like nestle and cargill. Your favorite brands can be purchased and reformulated (with the addition of cheap soy) and you won't even know it unless you read the fine print and or do some research. This will be the nature of the industry for a while.
If I had to suggest a where though it would be Costco over Walmart.