While "In-Store Special" is the grammatically correct choice, I knowingly ignore this dictum and use "In Store Special" anyway.
Btw, the grammatical reason behind the hyphen is that, otherwise, and without commas, 'In' would be seen as an adjective modifying the compound noun 'Store Special.'
Grammatically, you could have, "In, Store, Special" as you regularly would with more than one adjective, but it would make no sense. The hyphen is then otherwise called for to denote a single, compound adjective 'In-Store' modifying the noun 'Special.'
Btw, my Mom thought I was special!