Question about where to purchase contacts?

Im switching from glasses to contacts and i'm near-sighted (can't see far away). I've gotten my annual eye exam at my optomoterist and he gave me the prescription. He said to schedule an appointment to come and get contacts fitted and etc. He also stated he was going to let me wear some for a week just to test them out and see how I liked them. My question is: should i purchase from my optomerist or just go to walmart? Which would be cheaper? Also, if I didn't like the contact lenses (say they were irritating or too dry) could I return them or would I have to buy a whole different box? Thanks!