I found them at a Dick's Sporting Goods. About $3 if I remember correctly. My local Walmart doesn't carry them either.

My local Wal-Mart does carry the small bobber lights....it must depend on your locale....I'm within an hour of four decent sized lakes.

I live in Florida, about five miles from the coast. The only lighted bobbers that we have here take buttom cells (the same ones found in laser pointers and lots of cheap toys). So even though I am almost literally surrounded by water, no lights here.