I found some at the local electronics store. For some reason they are quite expensive - The ones from Amazon in Keith's post above are five bucks each - but they are gold plated, which improves the connection and keeps them from corroding. I forget exactly what I paid for mine but I remember being very surprised.
What I have never been able to find is banana plug extension cables - that is, cables with a male plug on one end and a female on the other. In-line female plugs are also hard to find. The only female connectors I've found are panel sockets, not in-line connectors. I don't need any right now, but I suppose if I looked around long enough at Amazon or DigiKey I could find one.
