Not all Wal-Marts allow overnight parking for RVs. Definitely call the manager for any particular store and ask. Sometimes it's because of local ordinances forbidding RVs from parking anywhere, other times it's after someone did something stupid and ruined it for all.
In California, no Wal-Mart anywhere near the coast allows it. In fact, only about 20% do, and they tend to be in isolated inland areas.
And if they do, parking only. Slides might not be a big deal, but awnings might be. Definitely no generators or anything at all set up outside the RV.
Another option is Indian casinos. They are all over the place, and most welcome RV's parking overnight. I've been at one that didn't mind camping. Generators, lawn chairs, bbqs, etc.