If you're in the greater Seattle area, the Beez Neez is a great place to buy your bees. Trish orders a three-pound package of bees for one of her Warre hives. (They also sell four-pound packages.) The way it works is that you order online ahead of time (they are taking orders now!), and then you get an email notifying you about bee pickup day, which is sometime in April. On that day (well probably the day before), the bees are driven north from California on a big truck and dropped off at the Beez Neez warehouse, where they await pickup.
It's a unique experience to see a crowd of people lined up to get their packages of bees, but that's exactly what you see on bee pickup day. I know because I've been there! It was a little unsettling for me because there were a lot (A LOT!) of bees flying around, but the beekeeper/bee-retailer explained that these were just "hitchhiker" bees who had been attracted by the large number of bees (especially queen bees) all in one place. He brushed the extra bees off the sides of each package before giving it to the beekeeper who had come to pick it up. There were no loose bees in the car or anything like that.
Well, if you ever wondered, "where do you get your bees?" when you want to start a hive, buying a package is a great option. You can also get a wild swarm, which is a whole other story and not something we personally have done. For more about swarms, check out the swarms page on the Urban Bee Project site (also maintained by Seattle beekeepers).