I live in NYC so there are no shortage of shops to get one, but I find buying them directly from the band's website is the best and usually that leads to discovering a parent site that carries tons of other bands' stuff as well.
Shirts & Destroy | Home is a great site, quick turnaround on shipping.
ShirtKiller.com is also pretty great. Both sites have a killer selection of bands and shirts.
You can dig around on those to find a band you might be into but buying direct from specific bands is always the best and easiest to ensure quality and selection.