For Legos I almost always find the best deals at Toys R Us. Not on particular sets that I want, but on others. Usually a 2 for 1 or 3 for 2 type deal. Other wise I've had luck at K Mart similiar deals but less common. It helps to be here around the Holidays.
Otherwise if by chance an Disney Annual Pass is possible, you can get a discount in the DTD locations. Legos tend to have a set price that is almost the same every where so buying in DTD with the discount can beat a Walmart. I also got some good deals at the Big Store in Legoland.
Another good way to get Lego deals is if you are interested in branded sets buy the ones on the way out. Marvel is new and expensive. Pirates are on the way out and cheaper. I found some super deals last Christmas on Toy Story sets and they aren't in stores any more.
If you can get down to the South Coast Plaza which is pretty simple by bus from DLR, even though it's about 12-15km to the south. Near this big mall or upper end shops is a Marshalls to the west, Ross and TJ Maxx both to the north. These stores sell the old lines from nicer stores at 50,70, 80% off. You can find a wide array of clothing and shoes.
Between the Ross and TJ Maxx is a Sports Authority which sells athletic wear. Plenty of running stuff.
Even closer to DLR is the Block at Orange Outlets. You can also get here by bus and by ART, Anaheim Resort Transit. It has a Sports Authority, Puma and Nike stores.
