Hmm, if you are around a size 4 you may find that at places like TJMaxx, Loehman's and the Rack that you have less to choose from. That's been my experience, at any rate. There is always less selection in the smaller sizes (except the tiniest of all sizes, the 24's, for some reason). I suspect because the typical woman is around a size 8-10-12 so they make more in these sizes than in 0-2-4?
My suggestion? Go to a place like National Jeans Company or a department store that has a wide variety, try on jeans, find a brand and style that fits, write it down (including the size, wash and any manufacturer's number) then hunt them down online for a cheaper price.