Never bought a scope before...

[azmark]

...except for an air rifle.  I'll be using it for coyotes at relatively close range, no more than 200 yards, probably a lot less and Iwill use it at the range.  I know to get the largest objective lens, i.e., 40mm vs 32mm, so I can get the most light possible.  I don't know what kind of magnification I'll need or if I need a zoom function.  I've never even shot at a target at 200 yards, so I don't know what to expect yet at that kind of distance.

Can you guys give me some pointers on buying a scope or things to consider?  My budget is kind of limited, so that will narrow things down a bit.  I'll probably shop at the local Wal-Mart.

[one eye joe]

Get a 3-9x40 or so. Don't go bigger than 44 on the objective. Go to EBay and find a Nikon Prostaff, Bushnell Trophy, or similar. Should be able to pick up a new one for under $100. these are decent scopes, better than the Wally world specials by BSA or Bushnell. The 3-9 should serve your purposes well. Just get the best quality you can afford.

[Cement Man]

Everything considered, I think one eye joe summed it up real well.  Those are good value entry level scopes and a 3 X 9 is a pretty versatile place to start.. Should cover your needs very well.   Like Joe says - I would stay away from anything cheaper.

[Dave in WV]

 The Optic Zone has this scope for the listed price.  It's what I'd buy for the money.

K 4x38, Duplex, Gloss 
$119.00 

[Cement Man]

Great suggestion from Dave....
Not meaning to stick my nose in and come off like an expert, but I gotta say that Weaver K4 is also a great scope for the money - bright, simple, reliable, will do just fine for 200 yards, and The Optic Zone is top notch. I have one and like it very much.  Another good suggestion at a reasonable price.
I don't mean to butt in, just enthusiastic for you, and there are so many decent scopes available at reasonable prices today.