You'd have to check your locality but most people don't have an issue with supply. Shortages occur but they are short lived. In the Fall for obvious reasons and occasionally February. That's when people are usually getting their second delivery, it also usually coincides with very cold weather and the breakers aren't running.
You're not going to find coal at Wal Mart but will at other locations like Fireplace shops. Your best bet is to stock up in the summer, you can fit about 3 ton of coal in a 4'*4'*8' bin. That's about the equivalent of 4.5 tons of pellets. As I mentioned previously there is so special care you need to take for storage, just keep the debris out of it and make sure to keep it dry so it doesn't freeze. You can let it it there for 50 years and still use it.
If you have the space for these longer distances getting a tractor trailer load is always an option, it's a significant discount. It might be like $240/ton, if you have a dump and want to make the trek to PA you can get it for about $170/ton.