Where can I get it? Is there any type of wire I can get at a craft store/hardware store that is sufficient w/ out having to wait for an order from an on-line supplier? I would like to start tying a batch and would rather not use thread.

I have used "Free wire" from 2 sources: the electric company went to meter locks made from plastic and I got the old copper ones with the little lead piece on the end (these are the best) and I took an old table saw motor apart and have been using the copper windings out of it for several years (they cut to the perfect length for jig wrapping).

Personally, I prefer thread.  I use all of my old Power Pro braid for jig tying.

You could purchase a 25' phone cord and strip the 4 wire strands. That would give you 100' pretty cheaply. Same goes for CAT5 data cable. You would get 8 strands from that.

210 denier thread and epoxy works fine for me

Joe anne fabrics carries 30yrd coils of 28ga.(?) solid copper wire, comes in different colors too.  They go on sale from time to time for a few $$ a piece.  3 or 4 wraps and you're all set.