After doing some research, the only stores near me that have pine shavings at a reasonable price are Agway affiliates. The cheapest one is almost 40 miles from me.
The fine pine shavings from TSC are not that good. I was looking for an alternative. The bags I found are 3.25 cu. ft. and cost a little more than TSC - $5.75 each. The TSC bag is 2.5 cu. ft. so it actually works out better - $5.49 each.
FYI - pine pellets are great for keeping the smell down but they produce a ton of dust. Use VERY little at the bottom and cover with something else. It seems like over kill but it works.
I'm going to try the medium or large shavings and see if that size works out ok or better than the fine.