Where to buy Mylar ( not online )

Neither. I bought a big ass roll pf Panda film (white on one side, black on the other) and use that when I want to build a space. It's completely lightproof, and you can make a fake hydrohut out of it with just some PVC and tarp zippers, lol! :D Kills two birds with one stone.
But i've only fucked around with mylar in the past, and got so frustrated with how dirty it gets, that I started painting grow rooms white. Dirty white walls are still more reflective than dirty mylar, and as soon as you start using neem or any other oily spray, you will understand perfectly.
The first day I saw Panda Film for sale at the hydro shop it was like coming around the corner out of the city and finding yourself on the beach looking it the most awesome sunrise... lol!!! (insert audio of angelic choir here)

EDIT: If you paint, do it a week before introducing plants, and crank up the heat after the paint dries to force as much residual solvent etc. out, and ventilate well. Paint fumes CAN harm plants and you want your fresh paint to be done out-gassing by the time the plants arrive.