just about anywhere. Any Gymnastic place usually will have a "Pro shop" where they sell them.
But you can get leotards at Wal-Mart. Not the fancy ones but a simple black leo. They aren't any different then one you would use for dance except you don't want the skirt attached. Any dance supply place will have some type of leo you can use. You can also order them online - and they come to you in a few days.