Home depot is my bet too, they're going to be in the same area as the machined/specialty nuts/screws, just not hanging on the wall usually in little pull out bins that you have to search through that most likely will have parts not in the place they should be, so double check everything before you buy them
For my LED build I use nylon washers to isolate the screws from the board, they weren't horribly expensive either, probably way more than if you bought in bulk, but I'm not going to fret over a buck one way or another when I don't need large quantities.