Pine is probably the least durable of the bark or wood mulches, but if you like the way it looks, use it. HD and Lowes have smaller bags compared to the nurseries in most cases which are usually 1 cu ft larger. I would have the nursery deliver it to you by the yard for the most economic way to purchase mulch.

Most mulches at big box stores are old pallets that have been chipped up and dyed. The dye will eventually fade but by that time it's mostly decomposed and cover with new mulch, in most cases. I don't think expensive mulches are worth it, personally. I mainly use shreddeded fall leaves that my neighbors leave in bags on the curb for disposal.

For mulch, I would buy which ever cheapest. I would rather buy from a local nursery than a big box store, so I would give them the option to match price. I don't like dyed.

Actually I rarely buy mulch... I primarily use shredded leaves for mulch. But if I need more mulch that I can provide with my own shredded leaves, then I buy shredded pallets from a local charity.

This charity hires homeless people, gives them a place to live and a job (removing nails and shredding pallets) until they can get back on their own feet. They also run a local soup kitchen and a clothing place (to dress people so they look presentable for job interviews).

I can buy a heaping truck bed full of shredded pallet material for $20. They start out light brown and then age to weathered grey. I think they look nice and last a long time.

You can get mulches as described by greenwood85 at about any place that sells bagged mulches, but they also sell other types. Except for that "recycled" wood which can also contain PT wood and will contain OSB which may have formaldehyde, it matters not which of the mulches you buy. Many of the dyed mulches are very obtrusive, offensive to the eye, and they should not be seen, a part of the background. Mulches should never be the focal point os a bed and those dyed mulches are.