I have the same issue & what I have found that works for me (and my sister too) is the Glamorise No Bounce sports bra. It's not attractive but effective & I usually can find them on sale (regular price is $30, I think). I've bought them at JC Penney and one time we bought them through Lane Bryant when they were having a buy 2 get 2 free sale (my sis & I got 2 each & split the cost). I found it on amazon for $14 to $40 depending on size. www.amazon.com/Glamorise-Womens-Bounce-Sup
Old Navy has some inexpensive workout clothing including sports bras. I feel that the ON sports bra doesn't stop bounce but it is very confortable & much nicer than the sports bras at walmart. What I did was pair the sports bra with a compression tank that also had a built in bra (also from ON). Redundant, but it worked.
Hope this helps!