Any store can say they offer a discount pillar candle at lower prices but just because it says discount doesn't mean you're getting the best price.
Some companies go so far as to put the word “discount” in their name, especially on the internet, but before you go ahead and assume you can't get a discount pillar candle for less anywhere else do some price comparisons. Their great bargain on that pillar candle may be as much as a few dollars more than you can get from a well known candle company.
Quality is also a huge factor when buying candles. Many places can offer you cheaper candles but if they are mass produced with low grade waxes and “cut” fragrances (meaning diluted and less aromatic) your discount pillar candle could end up smelling like a hunk of unscented wax.
If you do find a place that offers a discount pillar candle try test driving a smaller candle of the same product line, such as a votive, and see how it performs first. Does is give off a good scent throw? Does it burn evenly and last a reasonable amount of time? If you're happy with the quality of your smaller candle there's a greater chance you'll be happy with your pillar candle.
Also, keep your eye open for well known brands that come on sale. Some candle companies are renowned for the quality and strong scent of their candles. Keep an eye on that company's website or, if they are available in stores, watch the store's fliers for sales. You may be able to get a famous brand, quality candle for less than you would a lesser quality discount pillar candle.