I bought pepper seeds from both Walmart and Home Depot so I am thinking it has more to do with how they store them than anything else. That is why I thought of going to the nursery as it is the only other place fairly nearby to go where they might store their seeds better. Marigolds are easy to grow and even they didn't sprout.
Planted some of the pepper seeds in the ground - they didn't grow. I ran out of potting mix, so I just bought regular potting soil this time because it was less expensive. The last seeds I tried with the seed starter mix and potting mix only sprouted mushrooms. I know the soil wasn't too damp because I checked before watering. I left the containers sitting without any water at all and the soil was bone dry, but still a lot of mushrooms sprouted. They are still sprouting. I'll dump the soil from all the various containers and flats I tried into the compost today and put everything away for fall planting. I don't have any more patience for planting seeds as it is now just too much wasted expense. I have tried too many different techniques for it to be anything but bad seeds. I only wish there existed a way to test the seeds before buying and wasting time, potting mix, and water.