Chlorine in the form of good 'ol bleach. "Shock" just means you bring your chlorine in the pool up to a level that will kill an algae bloom, usually up to 20-25% of your CYA or stabilizer level. You can buy bleach from any store, for me the cheapest is walmart brand regular bleach, costs about $2.90 for 121 oz (not quite a gallon). Even cheaper is the Pool Essentials chlorine at $2.50 in the pool section of walmart, and it is more concentrated. Some people on this forum get chlorine elsewhere, it depends on where you live. I have checked with my local pool store and their chlorine is way too expensive. The only thing I buy at my local pools store is Taylor testing reagents and PVC parts for my pool brand, and even then I can usually find it cheaper online.