I have never seen them at Menards, Sorry HappyK,
Last year Lowes, Costco and Sears all carried them. I don't know if Costco discounts them at the end of the season or not, something tells me they don't, but Lowes had them at 50% to 70% off if you were quick after Christmas, and I got some for about half off from Sear's Online.
We'd love to get another set or two ASAP, so we can have spooky Halloween messages, Spooky Thanksgiving messages (if you're a turkey) etc through the year. If we really hustle we could have a Zombie Apocalypse (AKA Zombie pub crawl night) safety shelter sign going for Oct 8th.
The current best price I know of is $65 at Costco.
We currently have 1 string of 35 and 1 string of 50.