Check your local butcher shops and grocery store meat counters. A lot of them will sell you casings from their batches. You want to find someone who uses "tubed casings" that are pre-sleeved on a plastic tube that slides over your stuffing horn. You then pull the plastic out and the casing stays on the stuffing horn ready to use.
You can buy tubed or sleeved casing from a lot of online sausage making supply sources, but I usually go to my local butcher as he will sell as little as a single tube. I know it's fresh as he goes through casings like crazy. That way I don't have to buy a bunch of tubes that sit in my fridge waiting on my next sausage making session when I only need one or two tubes. Also I've found that even though he charges a little bit more per tube, it's about the same as I don't pay shipping and again, I know they are fresh. It's also a good idea to pick up some steaks from the butcher from time to time to keep a good relationship with them.
Some butchers will also have tubed sheep casings for smaller sausage and natural casing hot dogs.