That's a good question....
I think that the omamori is effective because a Shinto priest has written a 'prayer' on a piece of paper which is folded inside (this applies to the cloth omamori anyway). That being the case I don't think it matters where you buy it as long as it isn't a knockoff made in China somewhere... not that there's anything wrong with goods made in China, I just don't think Shinto is popular there
Of course the ideal would be to go to the shrine in question and make an offering to the kami yourself.
As for returning the omamori to the temple every year, I think that has more to do with efficacy. I suppose the argument would be that the power of the omamori diminishes over time and has to be replaced.
Hope that helps.
P.S. there are omamori specifically for martial arts and for tests. For kendo you might want to try the Kashima or Katori grand shrine. Exams are a major concern for Japanese students (and parents) and I assume you can get one anywhere.