Rolex watch cases are most likely to be found at high class department stories in the jewelry department. Places like Macy's, Dillard's and Saks Fifth Avenue are all great.
A quality case can be found at a Rolex dealer or jewelry store. You may also find a quality case on an online bidding store. Be careful of these stores to ensure that you get what you pay for.
For anything like this, I'd go to the internet. Anything you might buy in a store will probably be over priced. You don't want that do you? Go for the best deal.