eBay or Amazon would be your best bet. If you're not sure, do some research first before making a thread here - ten minutes of Google-fu usually saves a few hours of waiting for a response here on the forums, and reduces the amount of 'question' threads we have pushing build threads down and burying them.
Be sure to buy yourself some resistors to ensure you don't blow your circuit, and buy a battery pack that'll hold the power you need to run your circuit properly. Your shopping list should be cable, resistors, LEDs, and a battery pack.