Pretty sure you can get them at autozone for cheap, should be in the same light code book as headlights/tails etc.......
I just got a warning last weekend about this as well (cop complimented me on my car and was SUPER nice!)...I got replacement bulbs from Pepboys. I wanted to do the LED thing and I'm glad I didn't because the plastic housings that protect the bulb from the elements so discolored, it wouldn't have been worth it....Now if anyone knows where to get brand new housings i would definitely reconsider!