You could start looking here. http://www.knitting-warehouse.com/
I was happy with the order I placed with them. For cheap, quick yarn fixes I go to WalMart. Red Heart Super Saver is about as cheap as yarn gets and it's what I learned with. Good enough to use, cheap enough to toss when I ruined it.
ETA: I think you'll want worsted weight yarn, which is what the RHSS is. Enjoy!