Automotive stores such as AutoZone and Pep Boys are reputable sources for replacement auto lights. Both chains have a national presence and generally have all of the different bulbs in stock.
Both stores' websites have interactive search tools that assist in identifying the correct replacement lamp product number. The website for each also identifies whether or not a part is in stock at a user-selected store. The default store is the one that is geographically closest. Both AutoZone and Pep Boys allow online ordering with options of in-store pick up or delivery to an address as of 2015.
Headlight lamps differ from other automotive lamps in that more options such as light output level are available. Generally, the case for all others is that only one type is available.