Check local pet stores that sell fish and aquariums - the bigger the better in regards to the tropical fish section. They typically have slag glass for sale in different sizes and the rainbow of colors - even some obsidian mixed in(really the exact same thing) I have found some great snow flake obsidian at pet stores.
Look for pieces with limited or no air bubbles. They are cool of they land in the middle of a glass head but really suck when they are on the edge and if you are working on hunting heads the air pocket is obviously a week point.
I find them sold by size or pound depending on the store but all in all rather cheap when you consider the cost of shipping ROCKS!!