I've never seen them in stores around here, but others from different areas say most of the lfs around them carry females. Talk to your lfs and see if they can order some for you... some might do it as a special request. Otherwise, you might be able to find a breeder in your area who will most likely have females.
Never seen them at mine either. There are only two places here that regularly sell females and both are Wal-Mart Super Centers. The LFS I used to work at occasionally gets an order in but that's not often.
Haha went to my local pet shop and was looking for plants to put in my tank, and then all of a sudden something caught my eye in another tank. And yep there were 4 new female bettas that were just shipped that afternoon. She is very gourgous, but my male seems not to be interested because he isnt making a nest. Why is that? Should i get another male? Where should i purchase one that will breed?