Hot Topic has a wide selection of hair dyes. Went there senior year to dye my hair purple...and about three years ago it was red. I got the dye from a supermarket that time. It shouldn't be that hard to find.
Walmart might surprise you -- I've been dying my hair various colors for years now, and I've gotten some of the tamer ones (browns, reds) from Walmart. It's worth a shot if you've got one near you.