Hobbytown USA is your best bet, however buying sheet styrene in quantity at hobby stores isn't wise. It's very expensive.
Sheet ABS Styrene is just paper-like sheets of plastic. You can get varying thicknesses and dimensions... Shapes and things are available too. Finding a well stocked plastics rack is tough in my area, and so far only HobbyTown has everything I need, but it's on the other side of the city so I go rarely.
It's not cheap buying sheets of styrene at the hobby shop though, so be warned....
I was at WM the other day and in the clearance area they had those "for sale" signs, or "No Trespassing" signs. They were like $1 for the bigger signs, and a whopping $.25 for thin smaller signs. These are simply ABS Styrene Sheets with printing on one side... Perfectly useable though.
I have a plastics distributor I get my plastic from in bulk though. A single trip when I can borrow a pick-up will supply me with plastic for quite a while. Check the Yellow Pages for Plastics or Plastic Distributors and you should have some good luck.
BTW I suggest getting a good plastic welder if you're going to work with Styrene. Glues like Krazy Glue and whatnot don't actually do much but bond the two pieces, whereas welders actually fuse sheet styrene, and make it much MUCH more durable. Pricey but worth it.
Oh, and don't get styrene too thick... Cutting is easy if it's not TOO thick. When you get too thick though, you're going to require a saw to cut, and things become more complex.