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Directly from the manufacturer. http://thermoworks.com/
If you get on their mailing list, you'll know when they start a sale. One hits every few months. Sometimes it's just that the special editions are the same price as the regular ones.
I got mine a sports memorabilia store that was also a BGE distributor, they were closing out the business so I go mine for 40% off. Great score and the best purchase I have made for my cooking.If you watch this message board you will get alerted when there is an "open stock" sale that appears to occur a couple of times a year for Thermapens. I have the fast orange one but I hear that the one with the flames is even faster...