You're in Ontario? Ten bucks says I grab it first? (Just kidding, don't worry).
Depends what kind of quality you need.. I know McMaster sells them, but never bought anything from them.
If you're looking for hobby quality, which is what I use, just go down to your local Busy Bee.. They're cheap, they work.. my mill is small and snaps the bits anyways, so I'm not investing large sums of money in consumables.