Not sure what kind you are looking for but if you have no problem ordering online...
http://www.netrition.com has awesome prices on most.
EDIT:
I have seen people make no bake cookies with protein powder instead of coco. I did it a couple of times but I live a busy life so its hard to try to do it.
If you do, make sure not to use whey. Whey is too fast absorbing and unless you workout right after eating it. YOu will not get the benefit. I would try casein protein instead. Its a slower but more whole (More aminos) protein.