Not all farm supply stores have hay that rabbits will eat. You'd think that Texas would have great hay, but we don't. The farm supply stores around here only carry Coastal hay which most rabbits won't eat. Mine certainly won't.
KMS hayloft sells good hay and pellets online. Of course there's Oxbow that sells pellets and hays in Petsmart.
Whether or not rabbits need pellets is a much debated issue. For the most part, their diet should consist mainly of hay, like 80% hay. Pellets should be limited to a quarter cup or less per day to provide trace vitamins and minerals they may not get otherwise. I had one rabbit who would NOT eat pellets. She thought pellets were peasant food, I'm sure. If your rabbits are good hay eaters I wouldn't worry too much about the pellets. None of my rabbits like Oxbow pellets or hay, but they all like and will eat KMS pellets and hay.