I've found it at both Lowe's and Home Depot, typically near the insulation and ductwork areas. Gutter spikes are usually no more than an aisle over as well so you can pick up some cheap stakes while you're at it.
The Plumbing section has the carbon felt used for wicks on stoves (and even wind screens by some), and nifty parts to make your own lightsaber hilt.
The paint section has fiberglass cloth also used for stove wicks. Don't forget to pick up a spary can of Grill/High Heat paint for your DIY wood burning stoves and 4mil plastic drop cloth is good for prototyping that new DIY tarp you've been thinking about making.
And of course the gardening section outdoors has hardware cloth for making pot stands out of.
You know I suddenly feel like I spend too much time in hardware stores, and I didn't even include the supplies I buy there for other geeky hobbies of mine.