Try computer fairs or something like Micro Mart - you might have to buy the whole shabang rather than just the processor however! I believe that some P3s may have been slot 1, but the later ones, my P3 866 included, are socket 370.
I think some of the really early PIII's (500MHz ish) were Slot 1. Also, some motherboards will take what it called a "Slocket" adapter, which means that you could plug in certain PIII's/Celerons. I'm not entirely sure whether this is the case with all Slot 1 boards, as I don't know a lot about it.