Amazon.com, ebay, and my personal favorite is gpz. They have a special with pins, wipes and all the goodies for dirt cheap. Their shipping prices suck though so you should order enough for a years worth at a time.
I get mine from Walmart. There legal to sell on TN without a script but a lot of places try to tell you that you need one. When you point out that that state law doesn't require it they then usually give some bullshit about it being a company policy. So anytime I ended up in a pharmacy I would ask until I found one that would sell to me. They even took down an order for me to get the exact type and brand I wanted. The fuckers that won't sell to you think you want them because your a junkie despite the fact that junkies use insulin syringes, not the 3ml monsters that we use. Also by not selling them they're just helping spread the risk of disease caused people reusing old pins.