Where can I get the cheapest marlin 795?

Try a local small gunshop. You may pay a few dollars more than you would at Walmart, but we shooters and hunters need to support the little guys. If you're lucky, you can find a used one in good condition.

EDIT: http://www.gunbroker.com/Auction/ViewItem.aspx?Ite...

I don't know what your price is for a new gun, but with shipping this one with a scope will cost you $140. Of course, you'll also have to pay for a background check, but you'd have to pay that either way. If you are interested in cheap ammunition, my Remington 572 shoots great with the Winchester 36 grain hollow points that come in 555 round boxes, and CCI Blazers, I got 50 round boxes of those at a local gun shop for about $2.50 each, and a brick of 500 for $19 or $20. That's a little more expensive than the Winchesters, but is an option if your gun doesn't like Winchesters. Remington Thunderbolts are less than $2 per box of 50, and my gun is extremely accurate with them too, but they seem to be dirtier and I had quite a few misfires.

Try a national chain store, such as Dick's Sporting Goods or Sportsmen's Warehouse.

WALMART!