harborfreight.com sells it in a 25lb box for about $25 (or less depending on their weekly promotions) for those of you that do not have a retail store near you
fine
http://www.harborfreight.com/25-lbs-fine-grade-walnut-shell-blast-media-92155.html
course
http://www.harborfreight.com/25-lbs-coarse-grade-walnut-shell-blast-media-92150.html