Hi Sreeni,
I am not sure where you are located, or which wheel you are specifically looking for, but the only place I know of in Virginia to buy separate LEGO parts in person is the LEGO store.  I've never seen any of the specialty wheels there, but you could call and ask.  If you have time to order parts, I would check out bricklink.  You can actually see where the item is shipping from on that site, so you can try to find the item close by or from a nearby state and get expedited shipping.  If you're really desperate, you can always try to find a LEGO set with the wheels you are looking for and just buy the whole set.  You get some extra LEGO parts that way!

Good luck!

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