If you have a wine shop in your town, I would check there before going to WalMart. They almost always have a far better craft beer selection than a big box retailer would. It may not be a beer focused place, but I guarantee you can get something more interesting than what you might be able to otherwise, and they often let you do mixed six packs.
My advice, try an IPA, a Dry Stout, an Amber, a Belgian Triple, a Brown Ale, and a Wheat Beer. All of these are fairly easy to brew (some more than others), and will get you started in the ale category. From there, try a pilsner, some german lagers (bocks, etc), and other lagers to determine if lagering is a path you would like to go down. From there, you can move on to more obscure things like Saisons, Sours, High Gravity Ales, Experimental Ales, etc.
Just remember: if you buy your beer at Wal Mart, the beer wholesalers often do the inventory, and compete with each other for space. The only reason you even see any craft beers is because they happen to be distributed by the same guys as BMC. They would just as soon see you buy the cheap crap; hence the cases and cases built into a wall of blue boxes. It's all promotional (that's the game that BMC plays: it's all about shelf space). On the other hand, If you buy your beer (or wine) at a locally owned shop, chances are that the product was carefully considered for selection by the shop owner, and they will be more likely to bring in more new and interesting products for you to try in the future if you ask them nicely. Plus, you're supporting your local economy.
Just my two cents.