If you're buying your diapers at walmart or other local stores you can save by purchasing online. Even with paying shipping you will probably still come out cheaper once you save on taxes.
http://diapers.com has some good deals on diapers.
Remember that buying cheaper diapers doesn't always mean you'll be saving money. If you have to use more of those cheaper diapers then you'll be spending more.
Sometimes the higher priced diapers do work out cheaper in the long run.
You could also use cloth diapers, although that requires laundering, which as it's own cost.