There are plenty of places on the internet to get them - like Big Y Fly (see afishinado's link), The Fly Shack, Fly Deal Flies, The Fly Stop, etc. The cheaper the fly, the less quality materials used though - and likely made in a 3rd world country. They won't last you multiple fish - especially dry flies. There are other companies that have quality flies from overseas (see Fulling Mill), but they are your standard $2.25.
As a word of caution to Big Y Fly, but I have seen multiple people disappointed with their flies on Facebook with regards to quality, and the fly actually resembling the pattern they wanted...I haven't had a problem with The Fly Shacks flies - but they are a little more expensive (89 cents on average I think) than the cheapest ones available.
Or you can tie, as mentioned above...but that likely won't save you much in the long run. :lol: