Asian markets and through the net (see the links I posted above.) Much cheaper in Asian markets though, but more rare as well.

Konnyaku/shirataki is a bit slippery (but with a good chewing resistance) and has no taste of its own, but blends well into any dish. When I'm lucky to get some (the one I get is called "fake lotus" and is shaped into small round slices) I mix it with a little soy sauce, garlic oil and eat them as mushrooms.

Oh, and don't mix them up with other white noodles (such as mung bean or rice noodles). Shirataki or any other konnyaku product always comes readymade, packed in water.