Lately, Sugar Gliders are becoming easier to locate because of their 
popularity.  However, if you don't live near a big city, it may be difficult.
I would suggest obtaining a pet related magazine, such as the Exotic
Market Review, and finding a breeder as near as you as possible.  The 
standard going price for a sugar glider (in my experience is around
$200-300 for males and $250-$400 for females Mammals are also 
relatively expensive to ship, so if you can find a breeder within driving
of your location distance, this is your best bet.  

Also try newspapers -- this is how I located one of my gliders and 
works much better than one might realize.  I am currently trying to 
a list of breeders, so if you have one you would like to be added, please
e-mail me and let me know.  The breeder's info will only be given out
to individuals whom are sincerely interested and I will try to cut distances
as much as possible.