If you go to dealextreme.com you should get them for very cheap, around 20 dollars for a 4GB I believe. You should order some other stuff with it because I think it's kind of useless to buy a 4GB memory card and wait 2 weeks for just that. I bought my SCDS1 with a 4 GB for around 60 bucks. its pretty cheap.
OR
You can head over to your nearest RadioShack, BestBuy, CircuitCity or any other electronics store and you'll be able to pick one up for around 40 dollars I believe.