Some more information re: " From your experience, can you find retired sets from big box stores like Walmart and Target? "
Different retailers have different practicies: For example, Target - corporate-wide has a pretty strongly regimented product life cycle on their shelves. They go through 2 major clearances a year (Feb/July) - and in general, they move out product even before it's "retired" from shop at home. Wal-Mart has a lot more freedom, and it can vary store by store, so OCCASIONALLY (especially in backwoods Wallies) find a retired set or two. Walmart also has a tendency to pile clearance items in storage, and then unload them onto the floor at various times, which allows the occasional old set to surface. Target does not do this.
Other retailers, like K-Mart - have stuff on their shelves a lot LONGER. For example, at some K-Marts you can find things like Brick Bounty, The Ghost, even wave 1 Chima - All of which are "retired" on shop at home. And the ever popular Mechdragon, which just recently retired from Shop at Home.
Toys R Us is the same way in that they have a lot of flexibility, and since they tend to overprice a bit - retired sets can linger on the shelves a while.
"Retired" simply means the date it is no longer available at Shop At Home. Sometimes these sets can linger at other retailers for quite some time. A good example would be the Toys R Us exclusive "Hydra Fortress Smash" which I believe retired in November officially, but didn't get cleared out of TRU finally until a couple weeks ago. One of mine had a couple Black Gates 8-9 months after retirement on their shelves.
And your own regional stores will have their own policies and gems.