I did a lot of this when I had a day job. Depending on what you're selling, there are often distributors that act as middlemen between you and the stores. That's not to say that you HAVE to use them, but it can be a lot more efficient than fulfilling orders for tons of small stores - and a lot of places will ONLY order through their distributors unless they have a really good reason to deviate from that. With books and DVDs, there's Baker and Taylor, Ingram, New Leaf (for new agey stuff), etc. I'm not super familiar with the supplement market, but I'm sure it wouldn't be hard to figure out. They generally need a bigger discount than if you sell directly to a small shop, since they have to be able to mark it up a bit and sell to stores at a wholesale price.
If you want to sell to the really big stores, the whole situation gets a lot more complicated. If the product is ingested, you have a ton of special requirements to deal with - especially if it's some kind of supplement or pseudo-medical product. California requires a specific disclosure regarding substances that could potentially cause cancer and birth defects. Most retailers will want you to have at least a million or two in product liability insurance. Granted, most of this is stuff you should do/have anyway - but most small retailers don't give it any thought.
Also, the really big stores press harder than you'd ever guess on pricing and payment terms. I've known a few very well-funded projects that went under because big box stores required 6 month payment terms and then stretched it out to 9 and 12 months at their leisure. Catalogs are kind of the same way - they bigger they are, the harder they push.
Sales reps can also be a huge help, especially if you're selling anything that might do well in catalogs or independent shops. There are huge networks of sales reps you can assign to different territories (like affiliates, but with social skills) and let them do the dirty work in exchange for a commission. I worked with one guy who was absolutely brilliant at landing contracts with catalogs, and he took around 15% for his efforts.
The trade show recommendation is great, as you meet a little bit of everything there - buyers, sales reps, media, etc. If you can get a lot of positive media coverage from magazines or bloggers, that also goes a long way towards getting buyers to take on your products. That's especially true if your item is truly innovative or unique, as buyers (especially at big companies) are often pretty unadventurous, preferring to stick with proven sellers and products with some kind of a track record.
There are also a bunch of silly awards/reviews you can get as credibility indicators, depending on your market. In DVDs, you want to get reviewed by Video Librarian and Library Journal. For kids' products, there's a "Parent Tested, Parent Approved" endorsement you can get if you send them money and your product doesn't completely suck (anything short of lawn darts should be ok if the check clears).
Basically, just figure out what it is that lends a product credibility in your particular product area, then do that. The guys who said you shouldn't immediately aim for Wal-Mart or GNC or whatever are totally correct, because it takes a fairly or well-funded mature business to be able to handle that kind of volume. Also, if you're even remotely sane, you'll consider the possibility of licensing your idea before you go to all the effort of producing and selling it yourself. It's a LOT of work.
Also - one last sneaky recommendation for finding stores to carry your product...Find some similar products online, then go to the manufacturer's page. Nearly all of them will have a "Where to Buy" page that lists the stores that sell their products. The best ones will organize them nicely by state and give you the phone number. Check out a few pages, throw them all in Excel, remove duplicates, sort alphabetically and eyeball it once more for duplicates Excel missed (due to spelling/name variations)...and you've got a great prospect list.
