A lot of the mounting gear we buy online can be ordered easily enough through a local camera/audio retailer (stands, shockmounts, thread adapters, etc.).
You often pay more for the item at a local retailer vs. online, but shipping is free. Often, it's cheaper to pay more at a local retailer and get free shipping to the store than it is to buy online and pay shipping to your home/work.
I used to scavenge around HD and similar places for stuff like this. Then I realized I was wasting soooooo much time trying to find stuff they likely didn't have. So no more of that for me - spend a couple bucks here or there to save the time and hassle.
So...I think you have it right - head to your local camera shop.