Doesn't make any difference where you buy it, the D* requirement is that the RG6 has a solid copper center conductor. Even if the cheaper copper coated steel works today, there is no telling what the next generation of dish/receivers will need in the future. Small extra investment compared to having to repull cable inside walls four or five years from now.
The RG6 at Lowe's or Home Depot may be good.
As 2dogz states, the specs state that the cable should be a solid center conductor. Will copper clad steel work, probably. However, if you read these boards over time and pay attention to the very knowledgeable installers, you will note that you're better off not cutting corners if you don't have to.
For me, I went with higher end cable for a couple reasons....
-I wanted to get cable that was a color of my choosing (white). Have you ever tried to write with a sharpie on a black piece of coax?
-We were spending several hundred thousand dollars on our new house, I spent an entire weekend running Cat5e and RG6 for our various entertainment and telecommunications needs. The extra $200 that I spent on coax by buying high-quality stuff was a relatively small investment for future piece of mind.
-Quality issues are usually not the result of a single issue, but often are the sum of small signal degredations in a variety of areas. Lesser cable may work, but leave you on the fringe of working, only taking some other small factor to push you across the poor signal quality line. Also, Every cable splice causes some degredation. Again as 2dogz states, it's better to put high quality stuff in the areas that aren't accessible (your walls) than to have to rip things apart to fix an issue later.