I have found recently that finding lye in stores is very difficult, as most stores have banned the product from their shelves, as it has been associated with the manufacturing of drugs. In the past I have had to resort to ordering it from a supply company that deals with people who make artisan soap and candles. Shipping can be pricey too because it has to be declared as a hazardous material.
Recently I did find it locally on the shelf in the cleaning department at one of the Home Hardware locations in North Bay. A good price of 19.99 for a 3 KG jug of crystals! Upon asking, they told me not every location necessarily carries it, but it's worth checking out if you are in Canada!
Maybe this could be included in the sticky above for us Canadians?