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I always buy number candles at baking supply stores or in the cake decorating sections that big supermarkets have, and I also find them online on sites like Amazon or on local bakery pages that sell supplies. If you want something more specific or with nice designs, look in craft stores or party shops - they almost always have a pretty good variety.
When I make cakes for clients (I'm a photographer but baking is my passion), I buy number candles at bakery supply stores, which usually have a lot of variety and better prices than supermarkets. I also find them at decoration shops or directly online if I need something specific.
The most practical thing is to go directly to a bakery or cake decorating shop near your neighborhood because they show you the options in person and prices are usually better than online. Most big supermarkets have a bakery section but the problem is sometimes they don't have complete number sets or only have certain styles, so you end up going somewhere else anyway. If you need it for tomorrow or the day after, don't rely on online stores because shipping takes forever.
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