I think there was a thread about this not too long ago.
I get them from my dollar store. They've got Office Depot brand DVD sized mailers in packages of five for a dollar. They also have smaller non branded CD sized mailers 12 for a dollar, and I use those for CD cases and small classic games.
Since they're an independently owned store, they only get in certain quantities of anything, so I stock up when they get good mailers in. I've currently got 10 packages of each in my closet.