My brief research (since come XMas I will officially own one) is that they are not available outside of Nintendo's online shop...unless you come across one on eBay or something like that.
I purchased mine locally from Microplay. They are not allowed to stock the Nintendo of America component cable, but stores are allowed to import the cables from Nintendo of Japan. Call a few of you local video game stores, I got lucky and snagged that last one my local dealer had, but he did let me know they were ordering in more soon. They were slightly more expensive that ordering them from Nintendo, but having them now, instead of a month from now was worth it. So you may get lucky and find one. Best of luck.