It's been a couple years since I made it up to the rockler store. Last I was there, they had some incralaster (sp) that was pretty when turned, but very chippy. More for someone with some practice under their belt. They did have a good selections of pen kits, but again its been a while since I've been there.
I usually purchase from vendors here at IAP, but if I can't wait, I will go to the Woodcraft in Chandler it's just closer than Rockler. The Woodcraft store has a good selection of kits and other supplies (bits, glue, bushings, ect.) They do have a good selection of "plastic" blanks with a big box of wood blanks to paw through. At times they have a selection of the more exotic woods in bundles/bags of 5 or 10. also a good selection of wood veneer if you want to start segmenting
Woodcraft also has a "wall" of pens that show off most of their pen kits so you can see what they look like.
The woodworker source is more for flat work, but they do have a selection of woods cut up for pen blanks. These woods do not have much if any figure and I have not seen burls at all in they pen section. But can be a place to see about 20 or so different variety of woods in pen blank size. Woodworker Source does have a nice selection of exotics for flat work and you could find something here to take a bd ft or so home and then cross cut for more figure. I got a nice piece of Birdseye maple for a pagoda box I am making there last week.
So it depends on what you are looking for. Woodcraft and/or Rockler for pen kits and supplies and plastic blanks, Woodworker Source to get a look at some exotics and maybe take a bdft of some for cutting up into blanks.