You can buy vermiculite at a garden center of at places like Walmart...I prefer the coarse grained one because it stays more evenly moist. Just make sure its pure vermiculite and has nothing else in it.
When using it for veileds and panthers, make sure that its only barely moist. Take a fist full of it once you moisten it...if you can only squeeze a couple of drops of water from the fist full...then its right.