Walmart.com blows Amazon out of the water in one key way (WMT, AMZN)

It's no secret that retailers would rather customers not return the items they buy.

Still, for better or worse, returns are part of American shopping culture. As online shopping moves in to take more of the share of America's purchases, that means more items are being sent back in the mail instead of just being taken back to the store where they were bought.

Two of online shopping's biggest players, Amazon and Walmart, offer very different strategies to get your unwanted items back to them. Though both sites offer two-day shipping and an ample selection of essentials, their return policies couldn't be more different.

I decided to return the same item to the two different retailers to see which one did it better.

Amazons returns are slick but expensive

Amazon gives shoppers a few options for returning items on its website. You can have Amazon give you a UPS label for dropoff, go to a UPS store and have them print and attach it for you, or schedule a UPS pickup.

You can also drop it off at an open Amazon Locker in participating areas or just elect to ship it yourself via any method.

Some clothing returns are free, but Amazon generally makes customers pay for return shipping. Exceptions are made for certain circumstances, like if you're returning something that was damaged or sent by mistake.

Amazon generally only gives 30 days from when you receive the item to ship it back, and I ran right up against that time limit during my trial.

It cost $5 to send back my item — a $20 Bluray — to Amazon, for a total refund of only about $15. Worse, if I wanted to return another item from that same order, I could not send both back at the same time. It would have cost another $5 or so to send the other item.

First off, Walmart has one big advantage over Amazon in returns: thousands and thousands of stores that you can bring your unwanted item in to. Walmart has even made this easier by adding a Mobile Express Returns function in its app, which means customers need only hand over the item.

But even if you do decide to ship the item back, Walmart has a few things in place to make it easier for customers.

First off, the website sometimes offers something called Early Refund returns, which means customers get refunded almost immediately while agreeing to return the item quickly. I selected no, as I didn't want that kind of pressure.

Walmart then gives you a label you can use for a completely free return, which allows the item to be dropped off at either the US Postal Service or FedEx.

Walmart also gives you 90 days — two months longer than Amazon — to return most items.

If you're uncertain about your purchase or about choosing between ordering from Walmart or Amazon, the choice is obvious: Walmart.