In addition to Asian markets, at least in the San Francisco Bay Area, you can get excellent (and inexpensive) carbon steel woks in most restaurant supply houses and many of the larger semi-independent megamarts.
In fact, I was eyeing a nice northern Chinese style wok today at the local Cash & Carry. It was less than $20. Didn't buy it, as I already have one (and few other ones, too).
If you have no luck finding any in your area, you can also check out www.wokshop.com
. They're priced higher than at traditional Asian outlets, being at tourist oriented, but they're good quality.
As has been universally said above, avoid "brand name" woks. You'd never see one in an Asian's kitchen, so there's no reason to see one in yours.