Heating Help

Furnace

I need someone to help me with this question. I know how to replace my furnace filter and all but I don't know where to get them. I looked at some hardware stores near my house and didn't see anything! I figured that is where they would typically be. Guess not. I'm going to try to do some online shopping for them, but I'm really hesitant to buy anything online. Can someone let me know if this website that sells furnace filters would be an OK place to look? Let me know. Sorry, I know I'm a little behind on the technology.

box stores

http://www.homedepot.com/Building-Materials-Heating-Venting-Cooling-Air-Filters/h_d1/N-5yc1vZaq3n/h_d2/Navigation?langId=-1&storeId=10051&catalogId=10053&Nu=P_PARENT_ID&storeId=10051&catalogId=10053&langId=-1