Most of the "slings" they sell at Wal-Mart would be more accurately described as carrying straps. Granted, you could use one as a hasty sling if you needed to. I'm old fashioned as well, and I prefer thick leather military-style slings. I'd even accept those 3-point attachment type slings (the ones where there's an extra attachment in front of the magazine). I actually use them as full-on shooting slings when I'm not shooting offhand. For the typical cheap Wal-Mart straps, I always try to adjust them how I can use them as some kind of shooting aid.
I agree about the nylon ones sliding around too much. I like the fact that the leather ones "grip" better. Something for everybody, though.