Some like to get nori at the grocery store or Asian food store... but the nori there has been baked. I prefer to buy nori at the LFS. I get 10 large sheets for about $6.
I have gotten it both places. It may take some looking at the grocery store, and not all of them will have it. But, I shop there a whole lot more often than I shop at the LFS. You best bet on that front will be the expensive store, not the cheaper groceries.
If you have an asian market that may be even better.