I got to my local Wal-Mart too late, but the electonics worker said there were about 50 in line at 7:00 (a full hour before the sale began!). That's quite a response.
I've done a bit of research...
1. Amazon and Crutchfield are now selling the HD-A2 for $129. (5 free with mail in rebate).
2 Sears is price matching (+10% discount), so if they have any HD-A2s left, print out the Wal-Mart ad and bring it in... you'll then get the HD-A2 for about $89.
3 Best Buy is selling the HD-A3 for $199 (5 free with mail in rebate). The kicker here is you also get to pick 2 HD-DVD's of your choice off the shelf (34.99 or less) for free, plus the HD-A3 comes with 300 and Bourne Identity in the box. So, for $100 more, you get 4 additional movies... if you would have purchased them, then the deal is just as good as the one at Wal-Mart. This can be done in store or over the internet with in-store pick-up.
The A2 and A3 players aren't the best, but they get the job done and are at this point dirt cheap. One thing to remember, if you don't have HDMI inputs on your receiver, the A2 outputs only DTS (no DD) over toslink whereas the A3 only outputs DD (no DTS) over toslink. Depending on your receiver or integrated amp, that may be a concern.