There are lots and lots of places out there. Coastal silkworms just moved to Florida from California, so shipping to you would be quick. I have used them in the past, and thought they were very good. Still have some eggs in the fridge in fact. http://www.coastalsilkworms.com
For other feeders, chameleon journals has a great bug page that has links to lots of places that sell different bugs. Here is the site: http://www.chameleonjournals.com/husbandry/
If you live in a rural area that isn't sprayed with pesticides, you can collect wild insects too.