For business or personal?
I buy for our dealership. There are numerous place to buy weights from. You want to buy local as you can't afford to have them shipped anywhere in any kind of quantity. Lead is pretty heavy!
Stick on weights are about $38 bucks a box versus 2-4 bucks a box for 10-40 gram clip on weights.
I also have local people who will take your old weights and "remanufacture" them and sell them back to you at a discounted rate if you are really doing some volume. I go through $600 worth of wheel weights a month.
Depends on how much volume you really need. If you just need 5 or 6 cars worth then go to a local discount tire or other tire shop and ask the manager to buy some. For a true business find local automotive equipment distributor and they can hook you up. Places that sell tire machine, alignment racks, shop supplies, etc.