As a new Egg owner in Columbus, Ohio, I drove around this afternoon checking out the local stores for lump supplies. Here are the results for anyone in my area:
Walmart (2 different stores): no lump
Target: no lump
Andersen's: Frontier Brand, about 6 10-lb bags in stock
Meijer: Frontier Brand, lots of 10-lb bags in stock
Whole Foods: no lump
Moral of the story: not much selection. I might stick with hitting the BGE dealer for lump.