Radio Shack, Circuit City, Best Buy, Sears, Walmart?
Should I go on? Also you have not said what type or length you are looking for. One of the first things you probably need to get is a few BNC to RCA jack adapters, unless you want to make your own cables from Coaxial cable and BNC connectors on one end and probably RCA on the opposite end to attach to your video camera, VCR, or DVD player. If you don't have a timebase corrector, you need one to feed from a VCR and I think the same applies to the DVD player as well.
Congrats, and good luck playing with your new Amiga expansion.