Nipple shields can be easy to find. You can get one from your lactation consultant. Target and Babies R Us both sell the Medela nipple shield for relatively cheap. They come in different sizes, so you need to know the size you need beforehand. They come in packs of 1.
A breastfeeding nipple shield can be purchased many places. I have bought them several times before, usually at Target. I also am pretty sure that Babies R Us carries them. One place I have looked for them and not found them is Wal-Mart. There are also several places online you can purchase them.
If there are any lactation consultants in your area, they may sell nipple shields. Try looking up the La Leche League in your area. They'll be able to help you. They have lots of chapters all over America. You may also be able to find them at baby stores like Babies R Us.