One of the biggest questions new felters have is, "how do I find supplies?". Felting is a relatively newer craft and many traditional craft stores have not caught up with the trend. Below is a list, in order, of the best ways to source supplies for your new art,
Join a online felting group
Some of the best kept supply secrets are only one post away in a large online felting group. Felters are a generous bunch and they love to share their sources and promote felting businesses.
Online Shops
There is a huge plethora of online businesses that cater to needle felters. Simply typing in the right search terms: Needle felting supplies, wool roving, felting needles, core wool, etc.., will turn up hundreds of results. There are large suppliers that carry almost everything the needle felter needs: Living felt, Sarafina Fiber Art, The Woolery. Then there are quite a few small, home producers of wool . Many of these you will find on Etsy. Amazon has wool suppliers as well along with books and kits. I've had some good luck on Amazon and some very bad luck (bad quality), it's kind of a crap shoot. Make sure you read the reviews. I have usually found the best quality wool from the larger all-in-one suppliers and the home producers.
Local Shops
Local fiber shops usually have a small section of roving and top wool that they sell to spinners. Very few shops actually cater to felters although this is starting to change slowly. I've found a few really nice treasures at smaller, local shops, even if the selection isn't large.
Fiber festivals and fairs
Now THIS gets me excited! Do a online search for these fiber gatherings as it is a once in a lifetime chance to see so many wool producers in one place! This is the place you will find the most like minded people at one time and the most variety of wool. I feel like a kid in a candy store when I go there. Best of all, you can carry a huge tote and stuff it to overflowing while you saunter through the isles...and it never gets heavy (because wool is so light)! If you ever make it to a festival, please be assured you will buy much more than you ever intended.
Big Box Craft Stores
Sorry Big box stores but you have some major catching up to do! The large craft stores usually have a very small (if any) selection of felting supplies shoved in among the other fiber crafts. The wool is usually of dubious quality and can really put a newbie off the idea of felting when they try and work with it. They mostly sell kits and very small packages of second quality wool. Not your best bet but good in a pinch while you are waiting for your online packages to arrive.