Wally world will run you out, and Fry's ... I'd bet they would also have a knee jerk reaction. this IS Commiefornia, after all.
As to the spy pens, Fry's is selling two very interesting cameras. They have the spy pen, but also the "thumb Cam", a full HD camera the size of a thumb! It clips onto a shirt pocket or belt, or hat ... and records on up to 16 GB SD card. It is $149, I believe. They also sell the "Key remote Cam", for $49.00. it is a 720p camera that looks like a car remote.