Harbourfreight FTW. Yep, I just bought a case of 45pcs of shrink from them in 3" lengths of varying thicknesses for $5. They didn't have any soldering ststions there though. They may online, but not in the store.
Or just visit the store! I'm lucky enough to have one within a 15 minute drive...
HF is one of those places you simply cannot go in without getting something. I usually go in to get one or two things and end up walking out with an armful. Some of the stuff is rather cheap quality, but as long as you aren't looking for high-end stuff, it's fine...