Cheap diapers & diaper coupons. Most big retailers have their own store brand of diapers that are almost always less expensive than name brands. Target has Up and Up, Walmart makes Parent’s Choice, Sam’s Club carries Member’s Mark, and Costco has Kirkland Signature Brand. If sticking to a budget is a concern, parents can try one of these store brands and hope it works for their particular child. Many retailers have generous return policies and you can return an opened box of diapers if you find that they do not work for your child.