I know here in Edmonton they have a great selection at the Italian Market. Not sure if you have something like that where you are. The only other place I have even really noticed coconut oil is at organic markets.
Nutiva is the best brand I've found in Canada, relative to the price and quality. Most large grocery stores carry it (the Loblaw chains, Sobeys too), if you live in a large city, most stores in ethnic areas will carry it for the cheapest prices.
Or... in case you live in the sticks (like me).... well.ca Free shipping too!
If you don't mind the risk go to new direction aromatics (online) Cosmetic grade, but if you get the organic then it's probably no different. Great price!
Don't hesitate to buy online, I was always buying the $7-$9 spectrum for a pound. But when you are buying the same product for $4-$5 a pound, it is so much more worth it.