Where can you buy a lock pick?

The internet is always a good source.

I'd recommend Southord as a starter kit. They're also about the best high-end picks as well, but their best picks can get fairly expensive.

If you're looking for a face-to-face place to buy picks, most smiths or lock shops won't talk to you until they know you, but they can and do have access to them. You might need to do some elbow-rubbing and politicking in order to get into the circle of "known pickers" in your area.

I found my set at an Army supply store. Gun stores, knife stores, and locksmith shops all can have them at times as well, but will usually tell you they don't unless they know you.