They also work well as stuffing for ammo pouches if your costume has any. Makes it look like you are packing munitions without actually adding any signifigant weight.
I seen sheets of them at walmart, if not try a craft store. Or go to a store that sells expensive imported fragile stuff. I got a whole bag of brick sized foam from a golf shop.
Any Joann's fabrics should have a variety of sizes and thicknesses of padding; it'll be a light green color. Easy to cut with an exacto knife or scissors. Relatively cheap too.
i just bought enough for my son and his friend and enough for my suit as well from joann fabrics, along with strapping and clips all for $45.00, thats way cool, you should try there.