I got mine from Loyds chemist. It is not actually an oil but a solid lump and when you put some on your hands the body temperature melts it. It is lovely stuff, very very nourishing to dry skin.
I get these: http://www.inecto.com/Pages/cocopage1.html
in TJHughs and Savers.....and they are cheap at around �2. The conditioner made my hair really soft as did the hand and nail cream for my hands.
I have also seen pure coconut oil in health food shops...but it always seems quite expensive.