Yeah, Petsmart/Petco will sell a small selection of plants. Both offer some that come in a plastic tube, they won't be actually in the fish tanks, but in the general area (sometimes they have stuff in the tanks too). You must be extra careful though for the same reason as you have found out! They sell "semi-aquatic" plants which in reality can not be used. They'll be fine for a month or so, but will then start to rot and decay which will ruin your water quality. Amazon Swords, Java Fern, Anubis, and Wisteria are ones I've found there that are truly aquatic. The good thing is for $4 on the swords and wisteria you get at least 2 plants, sometimes more (I got 3 for Amazon Swords, and 6 for the Wisteria). You won't beat that price online.
If you don't have either of those nearby... use the suggestions above. I'm in the same boat as you right now. I do have a petsmart and a petco nearby, but they only have a small variety of truly aquatic plants. Shipping costs can be extremely high. I've looked at the Mikeswetpets guy on ebay, his shipping costs are the most reasonable because he uses USPS Priority Mail. All the other online stores I've seen us UPS 2nd Day Air which is a lot more expensive. His plants cost more individually though than some online stores I've shopped.
I'd recommend making a list of what you want and buy it all at the same time from the same place to spread out the shipping cost as much as possible. You don't want to spend $20+ on a single sword just because it is cheaper at a particular online store ;)